Nonparametric estimation and inference for conditional...

Journal of Econometrics 2014 / 06 Vol. 180; Iss. 2

Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim, Bouezmarni, Taoufik, El Ghouch, Anouar
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Volume:
180
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.03.001
Date:
June, 2014
File:
PDF, 477 KB
english, 2014
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