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"Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models ..."

Anne Péguin-Feissolle, Birgit Strikholm, Timo Teräsvirta (2013)

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DOI: 10.1080/03610918.2012.661500

access: closed

type: Journal Article

metadata version: 2020-05-10

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  - https://dblp.org/rec/journals/cssc/Peguin-FeissolleST13
Anne Péguin-Feissolle, Birgit Strikholm, Timo Teräsvirta:
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form. Commun. Stat. Simul. Comput. 42(5): 1063-1087 (2013)

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