dw-files.zip
Creators:
Cees Diks
;
Marcin Wolski
From the dataset abstract
We propose an extension of the bivariate nonparametric Diks-Panchenko Granger non-causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test...
Source: Nonlinear Granger Causality: Guidelines for Multivariate Analysis (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/798826a1-d06c-4e40-bcc4-66807951228f/resource/efa908ce-6c95-4be6-afeb-32534b74dba2/download/dw-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
