articleJournal of Economic Dynamics and ControlMay 3, 2006Closed access

A new statistic and practical guidelines for nonparametric Granger causality testing

CDCees DiksVPValentyn Panchenko

University of Amsterdam

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Abstract

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952
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25.09
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32
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Authors

2

Topics & keywords

Topics
Keywords
  • Granger causality
  • Test statistic
  • Null hypothesis
  • Nonparametric statistics
  • Econometrics
  • Mathematics
  • Statistical hypothesis testing
  • Statistic
UN Sustainable Development Goals
  • No poverty
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