Estimating the long memory granger causality effect with a spectrum estimator
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Wen-Den |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 3, p. 193-200
|