Multivariate based causality tests of twin deficits in the US

dc.contributor.author	Hatemi-J, Abdulnasser
dc.contributor.author	Shukur, Ghazi
dc.date.accessioned	2011-02-15T14:02:26Z
dc.date.available	2011-02-15T14:02:26Z
dc.date.issued	2000-01-01
dc.identifier.issn	0349-8034
dc.identifier.uri	http://hdl.handle.net/2077/24449
dc.description.abstract	This paper provides an alternative methodology for testing the causality direction between Twin deficits in the US. Rao' s multivariate F -test combined with bootstraps simulation technique has appealing properties, especially when the data generating process is characterised by unit roots. In addition the results show that the effect of structural breaks are of paramount importance when the causality tests are conducted.	sv
dc.format.extent	20	sv
dc.language.iso	eng	sv
dc.publisher	University of Gothenburg	sv
dc.relation.ispartofseries	Research Report	sv
dc.relation.ispartofseries	2000:1	sv
dc.subject	Bootstrap Simulation	sv
dc.subject	Multivariate tests	sv
dc.subject	Twin deficits	sv
dc.subject	Granger causality	sv
dc.subject	Structural breaks	sv
dc.title	Multivariate based causality tests of twin deficits in the US	sv
dc.type	Text	sv
dc.type.svep	report	sv