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Assessment of resampling methods for causality testing: A note on the US inflation behavior
Different resampling methods for the null hypothesis of no Granger causality are assessed in the setting of multivariate time series, taking into account that the driving-response coupling is conditioned on the other observed variables. As appropriate test statistic for this setting, the partial tra...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5510825/ https://www.ncbi.nlm.nih.gov/pubmed/28708870 http://dx.doi.org/10.1371/journal.pone.0180852 |