Chen Wen-Den

Wen-Den Chen

Information about the author Wen-Den Chen will soon be added to the site.
Found 2 papers in total
Is it a short-memory, long-memory, or permanently Granger-causation influence?
Is it a short-memory, long-memory, or permanently Granger-causation influence?
2008
Exploring the Granger-causation relationship is an important and interesting topic in...
Estimating the long memory Granger causality effect with a spectrum estimator
Estimating the long memory Granger causality effect with a spectrum estimator
2006
This paper discusses the Granger causality test by a spectrum estimator which allows...
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