FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2116741005> ?p ?o ?g. }

• W2116741005 endingPage "215" @default.
• W2116741005 startingPage "202" @default.
• W2116741005 abstract "A Monte Carlo investigation is used to examine the performance of two commonly used tests for Granger causality for univariate and bivariate nonstationary ARMA (p,q) processes. Tests are applied to raw data, first differences of the raw data, and detrended versions of the series. The results indicate that for independent series the tests are robust regardless of sample size. With bivariate series and nonstationarity, the tests results are sensitive to the ARMA specification, whether the data are filtered and the type of filter used, and the sample size." @default.
• W2116741005 created "2016-06-24" @default.
• W2116741005 creator A5004165650 @default.
• W2116741005 creator A5037251365 @default.
• W2116741005 creator A5077767045 @default.
• W2116741005 date "1988-12-01" @default.
• W2116741005 modified "2023-09-24" @default.
• W2116741005 title "Identifying Causal Relationships Between Nonstationary Stochastic Processes: An Examination of Alternative Approaches in Small Samples" @default.
• W2116741005 cites W1499718974 @default.
• W2116741005 cites W1516040675 @default.
• W2116741005 cites W1965149490 @default.
• W2116741005 cites W2004359918 @default.
• W2116741005 cites W2020061535 @default.
• W2116741005 cites W2031843520 @default.
• W2116741005 cites W2041951664 @default.
• W2116741005 cites W2052019987 @default.
• W2116741005 cites W2059615788 @default.
• W2116741005 cites W2068047323 @default.
• W2116741005 cites W2079615115 @default.
• W2116741005 cites W2101567517 @default.
• W2116741005 cites W2108078702 @default.
• W2116741005 cites W2147632348 @default.
• W2116741005 cites W2176007373 @default.
• W2116741005 cites W2945029867 @default.
• W2116741005 cites W61918964 @default.
• W2116741005 doi "https://doi.org/10.22004/ag.econ.32108" @default.
• W2116741005 hasPublicationYear "1988" @default.
• W2116741005 type Work @default.
• W2116741005 sameAs 2116741005 @default.
• W2116741005 citedByCount "4" @default.
• W2116741005 countsByYear W21167410052013 @default.
• W2116741005 crossrefType "posted-content" @default.
• W2116741005 hasAuthorship W2116741005A5004165650 @default.
• W2116741005 hasAuthorship W2116741005A5037251365 @default.
• W2116741005 hasAuthorship W2116741005A5077767045 @default.
• W2116741005 hasConcept C105795698 @default.
• W2116741005 hasConcept C121332964 @default.
• W2116741005 hasConcept C129824826 @default.
• W2116741005 hasConcept C129848803 @default.
• W2116741005 hasConcept C132964779 @default.
• W2116741005 hasConcept C143724316 @default.
• W2116741005 hasConcept C148264743 @default.
• W2116741005 hasConcept C149782125 @default.
• W2116741005 hasConcept C151730666 @default.
• W2116741005 hasConcept C161584116 @default.
• W2116741005 hasConcept C185592680 @default.
• W2116741005 hasConcept C19499675 @default.
• W2116741005 hasConcept C198531522 @default.
• W2116741005 hasConcept C199163554 @default.
• W2116741005 hasConcept C33923547 @default.
• W2116741005 hasConcept C41008148 @default.
• W2116741005 hasConcept C43617362 @default.
• W2116741005 hasConcept C62520636 @default.
• W2116741005 hasConcept C64341305 @default.
• W2116741005 hasConcept C64357122 @default.
• W2116741005 hasConcept C86803240 @default.
• W2116741005 hasConceptScore W2116741005C105795698 @default.
• W2116741005 hasConceptScore W2116741005C121332964 @default.
• W2116741005 hasConceptScore W2116741005C129824826 @default.
• W2116741005 hasConceptScore W2116741005C129848803 @default.
• W2116741005 hasConceptScore W2116741005C132964779 @default.
• W2116741005 hasConceptScore W2116741005C143724316 @default.
• W2116741005 hasConceptScore W2116741005C148264743 @default.
• W2116741005 hasConceptScore W2116741005C149782125 @default.
• W2116741005 hasConceptScore W2116741005C151730666 @default.
• W2116741005 hasConceptScore W2116741005C161584116 @default.
• W2116741005 hasConceptScore W2116741005C185592680 @default.
• W2116741005 hasConceptScore W2116741005C19499675 @default.
• W2116741005 hasConceptScore W2116741005C198531522 @default.
• W2116741005 hasConceptScore W2116741005C199163554 @default.
• W2116741005 hasConceptScore W2116741005C33923547 @default.
• W2116741005 hasConceptScore W2116741005C41008148 @default.
• W2116741005 hasConceptScore W2116741005C43617362 @default.
• W2116741005 hasConceptScore W2116741005C62520636 @default.
• W2116741005 hasConceptScore W2116741005C64341305 @default.
• W2116741005 hasConceptScore W2116741005C64357122 @default.
• W2116741005 hasConceptScore W2116741005C86803240 @default.
• W2116741005 hasIssue "2" @default.
• W2116741005 hasLocation W21167410051 @default.
• W2116741005 hasOpenAccess W2116741005 @default.
• W2116741005 hasPrimaryLocation W21167410051 @default.
• W2116741005 hasRelatedWork W13611658 @default.
• W2116741005 hasRelatedWork W1494338487 @default.
• W2116741005 hasRelatedWork W1509490893 @default.
• W2116741005 hasRelatedWork W1538034033 @default.
• W2116741005 hasRelatedWork W1541693151 @default.
• W2116741005 hasRelatedWork W1566578498 @default.
• W2116741005 hasRelatedWork W158654491 @default.
• W2116741005 hasRelatedWork W1910603762 @default.
• W2116741005 hasRelatedWork W1987388105 @default.
• W2116741005 hasRelatedWork W1999396560 @default.
• W2116741005 hasRelatedWork W2027539256 @default.
• W2116741005 hasRelatedWork W2037600455 @default.
• W2116741005 hasRelatedWork W2058872656 @default.
• W2116741005 hasRelatedWork W2065057616 @default.
• W2116741005 hasRelatedWork W2227111610 @default.
• W2116741005 hasRelatedWork W2328260362 @default.
• W2116741005 hasRelatedWork W2493329305 @default.

• next