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A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
7 references·16 citing·31 second hop
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (2000)A simple investigation of the Granger-cau…Monte Carlo Evidence on Cointegration and Causation (1997)Monte Carlo Evidence on Coint…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Fully Modified Least Squares and Vector Autoregression (1995)Fully Modified Least Squares …Vector Autoregressions and Causality (1993)Vector Autoregressions and Ca…Vector autoregression and causality (1991)Vector autoregression and cau…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…Do the benefits outweigh the disadvantages? 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this work references cited by second hop

References

  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1996Making wald tests work for cointegrated VAR systems900 cited
  • 1993Vector Autoregressions and Causality867 cited
  • 1995Fully Modified Least Squares and Vector Autoregression597 cited
  • 1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited
  • 1997Monte Carlo Evidence on Cointegration and Causation498 cited
  • 1991Vector autoregression and causality274 cited

Cited by

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  • 2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?234 cited
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  • 2020

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

The Essential Role of Pandemics: A Fresh Insight Into the Oil Market
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