A Bootstrap Causality Test for Covariance Stationary Processes

Javier Hidalgo
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Javier Hidalgo: London School of Economics

No 1915, Econometric Society World Congress 2000 Contributed Papers from Econometric Society

Abstract: No abstract.

Date: 2000-08-01

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http://fmwww.bc.edu/RePEc/es2000/1915.pdf main text (application/pdf)

Related works:
Working Paper: A Bootstrap Causality Test for Covariance Stationary Processes (2003)
Journal Article: A bootstrap causality test for covariance stationary processes (2005)
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