Nonlinear Granger Causality: Guidelines for Multivariate Analysis
Author:
Affiliation:
1. Center for Nonlinear Dynamics in Economics and Finance (CeNDEF); University of Amsterdam; The Netherlands
2. Tinbergen Institute; Amsterdam The Netherlands
3. European Investment Bank; Luxembourg Luxembourg
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
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