A consistent nonparametric test for nonlinear causality—Specification in time series regression
| Autor: | Nishiyama, Yoshihiko, Hitomi, Kohtaro, Kawasaki, Yoshinori, Jeong, Kiho |
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| Zdroj: | In Journal of Econometrics 2011 165(1):112-127 |
| Databáze: | ScienceDirect |
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