Department of Economics and Business Economics

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

    Anne Péguin-Feissolle, GREQAM, FranceBirgit Strikholm, Bank of Estonia, Estonia
  • Timo Teräsvirta
Original languageEnglish
JournalCommunications in Statistics: Simulation and Computation
Volume42
Pages (from-to)1063-1087
Number of pages25
ISSN0361-0918
DOIs
StatePublished - 2013

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