Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form

Author: Péguin-Feissolle Anne  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.5, 2013-05, pp. : 1063-1087

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Abstract