A consistent nonparametric test for nonlinear causality—Specification in time series regression
| Year of publication: |
2011
|
|---|---|
| Authors: | Nishiyama, Yoshihiko ; Hitomi, Kohtaro ; Kawasaki, Yoshinori ; Jeong, Kiho |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 165.2011, 1 (3.11.), p. 112-128
|