• 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