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Testing for spectral Granger causality

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dc.contributor.authorTastan, Huseyin
dc.date.accessioned2026-06-27T13:47:26Z
dc.date.issued2015
dc.description.abstractIn this article, I introduce a command (bcgcausality) to implement Breitung and Candelon's (2006, Journal of Econometrics, 132: 363-378) Granger causality test in the frequency domain.en
dc.description.urihttps://doi.org/10.1177/1536867x1501500411
dc.identifier.doi10.1177/1536867x1501500411
dc.identifier.endpage1166
dc.identifier.issn1536-867X
dc.identifier.issue4
dc.identifier.startpage1157
dc.identifier.urihttps://hdl.handle.net/20.500.14981/54850
dc.identifier.volume15
dc.identifier.wos000368044800011
dc.language.isoeng
dc.publisherSTATA PRESS
dc.relation.ispartofSTATA JOURNAL
dc.rightsopenAccess
dc.subjectst0417
dc.subjectbcgcausality
dc.subjectGranger causality
dc.subjectGeweke measure
dc.subjectVAR
dc.subjectLINEAR-DEPENDENCE
dc.subjectTIME-SERIES
dc.subjectFEEDBACK
dc.subjectMathematical Methods In Social Sciences
dc.subjectMathematics
dc.titleTesting for spectral Granger causality
dc.typeArticle
dspace.entity.typePublication
local.import.sourceWOS

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