The choice between two hypothesis tests
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References listed on IDEAS
- Peguin-Feissolle, A. & Terasvirta, T., 1999.
"A General Framework for Testing the Granger Noncausality Hypothesis,"
99a42, Universite Aix-Marseille III.
- Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999. "A general framework for testing the Granger noncausality hypothesis," SSE/EFI Working Paper Series in Economics and Finance 343, Stockholm School of Economics.
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Keywordssign test; t test; two-dimensional criterion;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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