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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca, (2013)
Testing for a set of linear restrictions in VARMA models using autoregressive metric : an application to Granger causality test
Di Iorio, Francesca, (2014)
Testing for non-causality by using the Autoregressive Metric
Di Iorio, Francesca, (2011)