Application of bootstrap methods in investigation of size of the Granger casuality test for integrated VAR systems

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Title:	Application of bootstrap methods in investigation of size of the Granger casuality test for integrated VAR systems
Authors:	ID Lach, Łukasz (Author)
Files:	http://www.fm-kp.si/zalozba/ISSN/1581-6311/8_167-186.pdf
Language:	English
Work type:	Not categorized
Typology:	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
PID:	20.500.12556/RUP-1232
ISSN:	1581-6311
UDC:	311
COBISS.SI-ID:	3616727
Publication date in RUP:	15.10.2013
Views:	2598
Downloads:	75
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