Spurious Granger causality between a broken-trend stationary process and a stochastic trend process

✍ Scribed by Lingxiang Zhang; Xiaotong Zhang

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 131 KB
• Volume: 81
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2011.01.008