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Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung () and Bertrand Candelon

Journal of Econometrics, 2006, vol. 132, issue 2, 363-378

Date: 2006
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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