مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing Granger Causality in the presence of threshold effects

Title of article :

Testing Granger Causality in the presence of threshold effects

Author/Authors :

Jing Li، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

771

To page :

780

Keywords :

Threshold autoregressive model , Smooth transition autoregressive model , Granger causality , unemployment , time series

Journal title :

International Journal of Forecasting

Serial Year :

2006

Journal title :

International Journal of Forecasting

Record number :

179246

Link To Document :