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A Bootstrap Causality Test for Covariance Stationary Processes
Hidalgo, Javier S., (2008)
Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai, (2015)
Measuring granger causality in quantiles
Song, Xiaojun, (2021)
Specification testing for regression models with dependent data
Hidalgo, Javier, (2008)
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier, (1996)
Hidalgo, Javier, (2007)