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Journal of Statistical Computation and Simulation Volume 76, 2006 - Issue 3
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Original Articles

A comparison of some common methods for detecting Granger noncausality

Judith A. Clarke Department of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, British Columbia, V8W 3P5, CanadaCorrespondence[email protected]
&
Sadaf Mirza Department of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, British Columbia, V8W 3P5, Canada
Pages 207-231 | Published online: 15 Aug 2006

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