Wenjing Xie

Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics

Hong Kong

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Panel Non-Linear Causality Test

Number of pages: 8 Posted: 21 May 2015
Zhidong Bai, Wenjing Xie and Wing-Keung Wong
Northeast Normal University, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics and Asia University, Department of Finance
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Abstract:

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linear Granger causality test, nonlinear Granger causality test, panel data, power, size