Baldé, Thierno aliou2013-08-272013-08-2720022002http://hdl.handle.net/10393/25114Finite samples of the coefficients associated to Granger causality and size and power of Granger causality test are analyzed using Model-Carlo simulations. We established that additive outliers have not asymptotic effects on size and power of the GrangerenEffects of additive outliers on granger-causality tests, a monte-carlo simulations study