Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form
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Other versions of this item:
- Anne Peguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2013. "Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form," Post-Print hal-01500895, HAL.
- Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers 2008-19, Department of Economics and Business Economics, Aarhus University.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsHypothesis testing; causality;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-16 (All new papers)
- NEP-ECM-2007-09-16 (Econometrics)
- NEP-ETS-2007-09-16 (Econometric Time Series)
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