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Testing for Granger non-causality in heterogeneous panels

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jul 2012 France English Publisher:Elsevier BVJournal:Economic Modelling, volume 29, pages 1,450-1,460 (issn: 0264-9993, Copyright policy )
Authors: Dumitrescu, Elena Ivona; Hurlin, Christophe;

doi: 10.1016/j.econmod.2012.02.014

Testing for Granger non-causality in heterogeneous panels

Keywords

Wald Test,Granger non-causality,Panel data,Wald Test., [SHS.ECO] Humanities and Social Sciences/Economics and Finance

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5K
Top 0.01%
Top 0.01%
Top 1%
bronze
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