Testing Granger Causality in the presence of threshold effects
| Year of publication: |
2006
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|---|---|
| Authors: | Li, Jing |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 22.2006, 4, p. 771-780
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