Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems

URN:NBN:SI:doc-WEDNMR3H2010Lach, Łukaszdocuments/doc/W/URN_NBN_SI_doc-WEDNMR3H_001.htmdocuments/doc/W/URN_NBN_SI_doc-WEDNMR3H_001.pdfdocuments/doc/W/URN_NBN_SI_doc-WEDNMR3H_001.txt220 strani8articlestr. 167-1861581-63113616727URN:NBN:SI:doc-WEDNMR3HengFaculty of managementManaging global transitionsInCGrangerjev testmodeliranjeregresijske metodesimulacijestatistične metodestatistikavzorčenjeApplication of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems