Granger spurious causality test based on the perspective of HAC estimation

LIU Han-zhong

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (8) : 2007-2014.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (8) : 2007-2014. DOI: 10.12011/1000-6788(2013)8-2007

Granger spurious causality test based on the perspective of HAC estimation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(8): 2007-2014 https://doi.org/10.12011/1000-6788(2013)8-2007

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