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"Granger Causality Test in the Presence of Spillover Effects."

Kristofer Månsson, Ghazi Shukur (2009)

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DOI: 10.1080/03610910903243695

access: closed

type: Journal Article

metadata version: 2020-05-10

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  - https://dblp.org/rec/journals/cssc/ManssonS09
Kristofer Månsson, Ghazi Shukur:
Granger Causality Test in the Presence of Spillover Effects. Commun. Stat. Simul. Comput. 38(10): 2039-2059 (2009)

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