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Testing for time-varying Granger causality:
Baum, Christopher F.
;
Hurn, Stan
;
Otero, Jesús
The Stata Journal: Promoting communications on statistics and Stata. 22 (2022) 2 - p. 355-378 , 2022
Link:
https://doi.org/10.1177/1536867x221106403
RT Journal T1 <Title>Testing for time-varying Granger causality</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1177_1536867x221106403&Exemplar=1&LAN=DE A1 Baum, Christopher F. A1 Hurn, Stan A1 Otero, Jesús PB SAGE Publications YR 2022 SN 1536-867X SN 1536-8734 JF The Stata Journal: Promoting communications on statistics and Stata VO 22 IS 2 SP 355 OP 378 LK http://dx.doi.org/https://doi.org/10.1177/1536867x221106403 DO https://doi.org/10.1177/1536867x221106403 SF ELIB - SuUB Bremen
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