articleJournal of EconometricsApr 19, 2005Closed access

Testing for short- and long-run causality: A frequency-domain approach

JBJörg BreitungBCBertrand Candelon

University of Bonn · Maastricht University

Indexed incrossref

Abstract

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912
total citations
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5.06
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100%
References
39
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Monte Carlo method
  • Causality (physics)
  • Econometrics
  • Statistical hypothesis testing
  • Frequency domain
  • Statistics
  • Mathematics
  • Sample (material)
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