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Scholarly Papers (1)
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Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
CREATES Research Paper 2008-19
Number of pages: 37
Posted: 23 Jun 2008
Anne Peguin-Feissolle
, Birgit Strikholm and
Timo Terasvirta
affiliation not provided to SSRN
, Bank of Estonia and Aarhus University - CREATES
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Abstract:
Hypothesis testing, causality
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