A Note on the Hiemstra-Jones Test for Granger Non-causality
Year of publication: |
2007
|
---|---|
Authors: | Diks, Cees ; Panchenko, Valentyn |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2007, 2, p. 1234-1234
|
Publisher: |
Berkeley Electronic Press |
Subject: | Granger causality | Hypothesis tests | Nonparametric tests |
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