Model selection criteria and granger causality tests

IF 1.8 4区经济学 Q2 ECONOMICS Economics Letters Pub Date : 1989-01-01 DOI:10.1016/0165-1765(89)90209-7

J.P. Urbain

引用次数: 0

Abstract

In this note, we use several statistical criteria for model selection for Granger causality detection. The results indicate some sensitivity to the chosen criterion.

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

模型选择标准和格兰杰因果检验

在本文中，我们使用几个统计标准来选择格兰杰因果关系检测的模型。结果表明，所选标准具有一定的敏感性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文去求助

来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.

期刊最新文献

European booms and busts over six centuries A copula-quantile density approach to affiliated private value auctions A tree-based mixture model for heterogeneous mediation analysis Conditioning prices on purchase history when sellers collect customer data An improved density approximation for the Zivot–Andrews test