Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
| Year of publication: |
2012
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|---|---|
| Authors: | Bouezmarni, Taoufik ; Rombouts, Jeroen V.K. ; Taamouti, Abderrahim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 30.2012, 2 (1.4.), p. 275-288
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