Random-weighting bootstrap correction for Granger causality tests in VAR models with time-varying variance of unknown form

Economics Letters 2026

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Authors: Younjae Lee, Taewook Lee, Taewook Lee
DOI: 10.1016/j.econlet.2026.113040
Cited by: 1
References: 10

Fields of Study & Subjects

Statistical Methods and Inference Random Matrices and Applications Monetary Policy and Economic Impact

Publication details

Journal / source
Economics Letters
Publisher
Elsevier BV
Volume
266
Pages
113040–113040
Publication date
16 May 2026
Language
EN