Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form

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Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form

Birgit Strikholm

2004

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Title: Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form
Creators - without role: Birgit Strikholm - Stockholm School of Economics, {Historical} Center for Economic Statistics
Identifiers: 991001480769006056
Academic Unit: {Historical} Center for Economic Statistics
Language: English
Resource Type: Other