Title of article
Testing Granger Causality in the presence of threshold effects
Author/Authors
Jing Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
10
From page
771
To page
780
Keywords
Threshold autoregressive model , Smooth transition autoregressive model , Granger causality , unemployment , time series
Journal title
International Journal of Forecasting
Serial Year
2006
Journal title
International Journal of Forecasting
Record number
179246
Link To Document