SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for Granger non-causality using the autoregressive metric
16 references·0 citing·32 second hop
Testing for Granger non-causality using the autoregressive metric (2013)Testing for Granger non-causality using t…Cross-sectional dependence robust block bootstrap panel unit root tests (2010)Cross-sectional dependence ro…Identifying financial time series with similar dynamic conditional correlation (2009)Identifying financial time se…Clustering heteroskedastic time series by model-based procedures (2008)Clustering heteroskedastic ti…NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS , by Helmut Lütkepohl, Springer, 2005 (2006)NEW INTRODUCTION TO MULTIPLE …Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, income, a…Causality between income and emission: a country group-specific econometric analysis (2002)Causality between income and …Old Wine in New Bottles: Testing Causality between Savings and Growth (2001)Old Wine in New Bottles: Test…Causality between the measured and underground economies in New Zealand (1997)Causality between the measure…RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (1996)RELATIVE POWER OF t TYPE TEST…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Statistical Inference in Regressions with Integrated Processes: Part 2 (1989)Statistical Inference in Regr…Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Statistical Inference in Regr…Interpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)New Indexes of Coincident and Leading Economic Indicators (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Alternative Explanations of the Money-Income Correlation (1986)Topics in Structural VAR Econometrics (1997)Inference on impulse response functions in structural VAR models (2013)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)The impact of uncertainty shocks in emerging economies (2013)Economic Growth and the Environment (1994)Environmental Kuznets Curve Hypothesis: A Survey (2004)The Rise and Fall of the Environmental Kuznets Curve (2004)Econometric Analysis of Panel Data (2021)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Energy consumption, carbon emissions, and economic growth in China (2009)How economic growth, renewable electricity and natural resources contribute to CO2 emissions? (2017)Statistical analysis of cointegration vectors (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Testing for short- and long-run causality: A frequency-domain approach (2005)Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Understanding spurious regressions in econometrics (1986)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2006Energy consumption, income, and carbon emissions in the United States1,341 cited
  • 1996Making wald tests work for cointegrated VAR systems906 cited
  • 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
  • 1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited
  • 2002Causality between income and emission: a country group-specific econometric analysis463 cited
  • 2006NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS , by Helmut Lütkepohl, Springer, 2005200 cited
  • 2001Old Wine in New Bottles: Testing Causality between Savings and Growth180 cited
  • 2010Cross-sectional dependence robust block bootstrap panel unit root tests125 cited
  • 1997Causality between the measured and underground economies in New Zealand107 cited
  • 2008Clustering heteroskedastic time series by model-based procedures103 cited
  • 2009

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Identifying financial time series with similar dynamic conditional correlation
49 cited
  • 1996RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES19 cited
  • Cited by

    No citing works inside the corpus for this window.