readme.dw.txt
Creators:
Cees Diks
;
Marcin Wolski
From the dataset abstract
We propose an extension of the bivariate nonparametric Diks-Panchenko Granger non-causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test...
Source: Nonlinear Granger Causality: Guidelines for Multivariate Analysis (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7be99a6b-80dd-4a36-8498-4d8099bcbf96/resource/8217a0ae-a602-4214-bff9-0f2c9ca3407f/download/readme.dw.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
