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Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
Péguin-Feissolle, Anne, Strikholm, Birgit, Teräsvirta, TimoVolume:
42
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2012.661500
Date:
May, 2013
File:
PDF, 838 KB
english, 2013