Department of Economics and Business Economics

Timo Teräsvirta

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

Research output: Research - peer-reviewJournal article

  • Anne Péguin-Feissolle
    Anne Péguin-FeissolleGREQAMFrance
  • Birgit Strikholm
    Birgit StrikholmBank of EstoniaEstonia
  • Timo Teräsvirta
Original languageEnglish
JournalCommunications in Statistics: Simulation and Computation
Pages (from-to)1063-1087
Number of pages25
StatePublished - 2013

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