2009•SSRN Electronic JournalOpen access

Multivariate Linear and Non-Linear Causality Tests

Zhidong Bai, Bingzhi Zhang, Wing‐Keung Wong

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Key concepts: Multivariate statistics, Econometrics, Causality (physics), Multivariate analysis, Linear model, Bayesian multivariate linear regression, Statistics, Mathematics

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Multivariate Linear and Non-Linear Causality Tests — Research Paper | ScholarLens