Department of Economics and Business Economics

Timo Teräsvirta

Testing the Granger noncausality hypothesis in stationary models of unknown functional form

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Standard

Testing the Granger noncausality hypothesis in stationary models of unknown functional form. / Péguin-Feissolle, Anne; Strikholm, Birgit ; Teräsvirta, Timo.

In: Communications in Statistics: Simulation and Computation, Vol. 42, 2013, p. 1063-1087.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Harvard

Péguin-Feissolle, A, Strikholm, B & Teräsvirta, T 2013, 'Testing the Granger noncausality hypothesis in stationary models of unknown functional form' Communications in Statistics: Simulation and Computation, vol 42, pp. 1063-1087. DOI: 10.1080/03610918.2012.661500

APA

Péguin-Feissolle, A., Strikholm, B., & Teräsvirta, T. (2013). Testing the Granger noncausality hypothesis in stationary models of unknown functional form. Communications in Statistics: Simulation and Computation, 42, 1063-1087. DOI: 10.1080/03610918.2012.661500

CBE

Péguin-Feissolle A, Strikholm B, Teräsvirta T. 2013. Testing the Granger noncausality hypothesis in stationary models of unknown functional form. Communications in Statistics: Simulation and Computation. 42:1063-1087. Available from: 10.1080/03610918.2012.661500

MLA

Péguin-Feissolle, Anne, Birgit Strikholm, and Timo Teräsvirta. "Testing the Granger noncausality hypothesis in stationary models of unknown functional form". Communications in Statistics: Simulation and Computation. 2013, 42. 1063-1087. Available: 10.1080/03610918.2012.661500

Vancouver

Péguin-Feissolle A, Strikholm B, Teräsvirta T. Testing the Granger noncausality hypothesis in stationary models of unknown functional form. Communications in Statistics: Simulation and Computation. 2013;42:1063-1087. Available from, DOI: 10.1080/03610918.2012.661500

Author

Péguin-Feissolle, Anne ; Strikholm, Birgit ; Teräsvirta, Timo. / Testing the Granger noncausality hypothesis in stationary models of unknown functional form. In: Communications in Statistics: Simulation and Computation. 2013 ; Vol. 42. pp. 1063-1087

Bibtex

@article{56e353bbd85a4ff39cafa10539d75fee,
title = "Testing the Granger noncausality hypothesis in stationary models of unknown functional form",
author = "Anne P\{'e}guin-Feissolle and Birgit Strikholm and Timo Ter\{"a}svirta",
year = "2013",
doi = "10.1080/03610918.2012.661500",
language = "English",
volume = "42",
pages = "1063--1087",
journal = "Communications in Statistics: Simulation and Computation",
issn = "0361-0918",
publisher = "Taylor & Francis Inc.",

}

RIS

TY - JOUR

T1 - Testing the Granger noncausality hypothesis in stationary models of unknown functional form

AU - Péguin-Feissolle,Anne

AU - Strikholm,Birgit

AU - Teräsvirta,Timo

PY - 2013

Y1 - 2013

U2 - 10.1080/03610918.2012.661500

DO - 10.1080/03610918.2012.661500

M3 - Journal article

VL - 42

SP - 1063

EP - 1087

JO - Communications in Statistics: Simulation and Computation

T2 - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

SN - 0361-0918

ER -