ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
| Year of publication: |
2008
|
|---|---|
| Authors: | Saidi, Abdessamad ; Roy, Roch |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 4, p. 948-987
|