readme.jbh.txt
Creators:
Jonathan B. Hill
From the dataset abstract
This paper develops a simple sequential multiple-horizon non-causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a rolling...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8bbe118d-c27a-467b-b2cd-1de4fcd0c6a2/resource/8111003a-88ee-46d9-8e1f-056353288e54/download/readme.jbh.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
