模型选择标准和格兰杰因果检验:一个实证说明

IF 2.1 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 1989-01-01 DOI:10.1016/0165-1765(89)90209-7

J.P. Urbain

引用次数: 0

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Model selection criteria and granger causality tests

In this note, we use several statistical criteria for model selection for Granger causality detection. The results indicate some sensitivity to the chosen criterion.

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.