A new statistic and practical guidelines for nonparametric Granger causality testing

Cees Diks () and Valentyn Panchenko

Journal of Economic Dynamics and Control, 2006, vol. 30, issue 9-10, 1647-1669

Date: 2006
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Working Paper: A new statistic and practical guidelines for nonparametric Granger causality testing (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1647-1669

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