1 Papers
1 Citations
Ting Yang is an academic researcher from Jiangxi University of Finance and Economics. The author has contributed to research in topics: Frequency domain & Causality (physics). The author has an hindex of 1, co-authored 1 publications.
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Papers
A theoretical and simulation analysis on the power of the frequency domain causality test
TL;DR: In this paper, the power of the frequency domain causality test proposed by Breitung and Candelon (2006) is analyzed and it is shown that the power is closely related to the root of the VAR model.
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