HOW TO SELECT A REASONABLE LAG ORDER FOR TESTING LINEAR GRANGER CAUSALITY?
| dc.contributor.author | Sheng, W | |
| dc.contributor.author | Nishimura, H | |
| dc.contributor.author | Kaewcharoen, A | |
| dc.contributor.author | Nzimbi, BM | |
| dc.contributor.author | Pokhariyal, GP | |
| dc.contributor.author | Khalagai, JM | |
| dc.contributor.author | Robbins, N | |
| dc.date.accessioned | 2013-07-08T08:55:54Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Sheng, W., Nishimura, H., Kaewcharoen, A., Nzimbi, B. M., Pokhariyal, G. P., Khalagai, J. M., ... & Robbins, N. (2008). HOW TO SELECT A REASONABLE LAG ORDER FOR TESTING LINEAR GRANGER CAUSALITY?. Far East Journal of Mathematical Sciences (FJMS), 28(2), 257-272. | en |
| dc.identifier.uri | http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/46411 | |
| dc.description.abstract | We derive a new criterion for the optimal and efficient selection of the number of lags in the context of testing linear Granger causality environment in the sense of theory and empirics respectively, which may be better in empirics than those suggested | en |
| dc.language.iso | en | en |
| dc.publisher | University of Nairobi. | en |
| dc.title | HOW TO SELECT A REASONABLE LAG ORDER FOR TESTING LINEAR GRANGER CAUSALITY? | en |
| dc.type | Article | en |
| local.publisher | School of Mathematics | en |
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