readme.jbh.txt
Creators:
Jonathan B. Hill
From the dataset abstract
This paper develops a simple sequential multiple-horizon non-causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a rolling...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/27c65adf-c049-41ed-ba32-a8e1734878bf/resource/98301bf2-07d0-4515-a9a6-b9d931d8f403/download/readme.jbh.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
