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A bootstrap causality test for covariance stationary processes

J. Hidalgo

Journal of Econometrics, 2005, vol. 126, issue 1, 115-143

Date: 2005
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:126:y:2005:i:1:p:115-143

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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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