Advanced search
Publication Cover
Journal of Statistical Computation and Simulation Volume 83, 2013 - Issue 11
Submit an article Journal homepage
188
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

On testing for causality in variance between two multivariate time series

Herbert Nkwimi Tchahou Département de mathématiques et de statistique, Université de Montréal, C.P. 6128 Succursale Centre-Ville, Montréal, Québec, Canada H3C 3J7
&
Pierre DuchesneCorrespondence[email protected]
Pages 2064-2092 | Received 27 Oct 2010, Accepted 23 Mar 2012, Published online: 08 May 2012

Citations (3)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Zequn Sun & Thomas J. Fisher. (2021) Testing for correlation between two time series using a parametric bootstrap. Journal of Applied Statistics 48:11, pages 2042-2063.
Read now

Articles from other publishers (2)

Ba Chu. (2023) A distance-based test of independence between two multivariate time series. Journal of Multivariate Analysis 195, pages 105151.
Crossref
Monica Billio, Lorenzo Frattarolo & Hayette Gatfaoui. (2016) Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.