A bootstrap causality test for covariance stationary processes
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 126 (2005)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
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- Dietmar Bauer & Alex Maynard, 2010. "Persistence-robust Granger causality testing," Working Papers 1011, University of Guelph, Department of Economics and Finance.
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