A new statistic and practical guidelines for nonparametric Granger causality testing

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2006

Volume: 30

Issue: 9-10

Pages: 1647-1669

Authors (2)

Diks, Cees (not in RePEc) Panchenko, Valentyn (UNSW Sydney)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count