Testing for Granger-causality in quantiles
By Victor Troster. 2018
325 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/d019d316240cfc67720e9382ff595fc6259027fa
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In Economics and Econometrics
- Muhammad Shahbaz
- Avik Sinha
- Arshian Sharif
- Ilhan Ozturk
- Syed Abdul Rehman Khan
- Zhilun Jiao
- Gazi Salah Uddin
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Citations in the corpus
- The asymmetric effect of public private partnership investment on transport CO2 emission in China: Evidence from quantile ARDL approach (2020, methodology): “In this particular study, the Granger-causality test in quantile technique developed by Troster (2018) has been applied to check the causality of quantiles amonf transport emissions, public-private partnership in transport, renewable energy, urbanization and economic growth.”
- Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018, methodology): “Following Troster (2016), we apply a parametric model to estimate the τ-th quantile of ⋅ | .”
- The renewable energy consumption-environmental degradation nexus in Top-10 polluted countries: Fresh insights from quantile-on-quantile regression approach (2020, methodology): “Focusing Troster (2018), this research applies the 𝐷 method by classifying the QAR method 𝓂 ∙ for complete 𝜋 ∈ Γ ⊂ 0,1 .”
- Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020, background): “We also have investigated causality in Quantiles proposed by Troster [56] to determine the causal link among the renewable energy, non-renewable energy, economic growth and ecological footprint and the vice versa.”