The Causality Relationships between Energy-related CO2 Emissions and its Influencing Factors with Linear and Nonlinear Granger Causality Tests
نویسندگان
چکیده
منابع مشابه
Multivariate linear and nonlinear causality tests
The traditional linear Granger test has been widely used to examine the linear causality among several time series in bivariate settings as well as multivariate settings. Hiemstra and Jones [19] develop a nonlinear Granger causality test in bivariate settings to investigate the nonlinear causality between stock prices and trading volume. This paper extends their work by developing a non-linear ...
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ژورنال
عنوان ژورنال: Polish Journal of Environmental Studies
سال: 2017
ISSN: 1230-1485,2083-5906
DOI: 10.15244/pjoes/67356