A bootstrap test for causality with endogenous lag length choice: theory and application in finance
| Year of publication: |
2012
|
|---|---|
| Authors: | Hacker, Scott ; Hatemi-J, Abdulnasser |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 1273991. - Vol. 39.2012, 2 (11.5.), p. 144-161
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