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Title:Application of bootstrap methods in investigation of size of the Granger casuality test for integrated VAR systems
Authors:Lach, Łukasz (Author)
Files:URL http://www.fm-kp.si/zalozba/ISSN/1581-6311/8_167-186.pdf
 
Language:English
Work type:Not categorized
Tipology:1.01 - Original Scientific Article
Organization:FM - Faculty of Management
Keywords:bootstrap methods, simulation, Granger casuality, VAR models
Year of publishing:2010
Number of pages:str. 167-186
Numbering:Vol. 8, no. 2
ISSN:1581-6311
UDC:311
COBISS_ID:3616727 Link is opened in a new window
Views:1219
Downloads:24
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Language:Unknown
Keywords:statistika, vzorčenje, metode, simulacije, modeliranje, regresijske metode, Grangerjev test

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