Testing for time-varying Granger causality

Christopher Baum, Jesus Otero and Stan Hurn

Economics Virtual Symposium 2021 from Stata Users Group

Date: 2021-11-10
New Economics Papers: this item is included in nep-ore
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http://fmwww.bc.edu/repec/econ2021/Econ21_Baum.pdf presentation materials (application/pdf)

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Journal Article: Testing for time-varying Granger causality (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:econ21:9

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