Title of article
A new statistic and practical guidelines for nonparametric Granger causality testing
Author/Authors
Cees Diks، نويسنده , , Valentyn Panchenko، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
23
From page
1647
To page
1669
Keywords
U-statistics , Granger causality , financial time series , Nonparametric , Size distortion , hypothesis testing
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238938
Link To Document