//-->
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios, (2011)
Measuring nonlinear Granger causality in mean
Song, Xiaojun, (2018)
Bootstrap variance estimation of nonlinear functions of parameters : an application to long-run elasticities of energy demand
Li, Hongyi, (1999)
Nonlinear error-correction models for the FF/DM rate
Baghli, Mustapha, (2005)
Modelling the FF MM rate by threshold cointegration analysis
Baghli, Mustapha, (2004)