Testing Granger Causality in the presence of threshold effects
| Year of publication: |
2006
|
|---|---|
| Authors: | Li, Jing |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 22.2006, 4, p. 771-780
|
| Publisher: |
Elsevier |