articleEconomic ModellingMar 22, 2012Closed access

Testing for Granger non-causality in heterogeneous panels

EDElena-Ivona Dumitrescu CHChristophe Hurlin

Université d'Orléans · Maastricht University · +1 more institution

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Abstract

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Authors

2

ED
Elena-Ivona Dumitrescu
Université d'Orléans, Maastricht University, Laboratoire d’Économie d’Orléans
CH
Christophe HurlinCorresponding
Université d'Orléans, Laboratoire d’Économie d’Orléans

Topics & keywords

Topics

Keywords

Wald test
Statistic
Granger causality
Econometrics
Statistics
Test statistic
Causality (physics)
Monte Carlo method

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