A bootstrap test for causality with endogenous lag length choice: theory and application in finance

By Scott Hacker, Abdulnasser Hatemi-J. 2012

154 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/66b5200f226d4788114b746d81b890e6c3b83616

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In Economics and Econometrics

1. Nigar Taşpınar
2. Korhan K. Gokmenoglu
3. K. Ehigiamusoe

Citations in the corpus

• The relationship between Co2 emissions, energy consumption, economic growth and FDI: the case of Turkey (2016, methodology): “In this study, bootstrap test is performed with endogenous lag order developed by Hacker and Hatemi-J (2012) and bootstrapped critical values are calculated with 5000 simulations. Hacker and Hatemi-J (2012) information criteria are applied for the optimal lag selection in the model.”