A new statistic and practical guidelines for nonparametric Granger causality testing
| Year of publication: |
2006
|
|---|---|
| Authors: | Diks, Cees ; Panchenko, Valentyn |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 9-10, p. 1647-1669
|
| Publisher: |
Elsevier |