A non-parametric approach to non-linear causality testing

Economics Letters

Volumn 51, Issue 1, 1996, Pages 7-18

  Bell, David ^a   Kay, Jim ^b   Malley, Jim ^b  

^a UNIVERSITY OF STIRLING   (United Kingdom)

^b UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Non linear Granger causality; Non parametric estimation

Indexed keywords

EID: 0030306096     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00791-1     Document Type: Article

References (12)

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