Li, Yushu - In: Computational Economics 45 (2015) 4, pp. 531-544
The traditional causality relationship proposed by Granger (Econometrica 37(3):424–438, <CitationRef CitationID="CR10">1969</CitationRef>) assumes the relationships between variables are short range dependence with the same integrated order.Chen (J Forecast 25(3):193–200, <CitationRef CitationID="CR2">2006</CitationRef>, J Forecast 27:607–620, <CitationRef CitationID="CR3">2008</CitationRef>) proposed a bivariate model...</citationref></citationref></citationref>