A model-free characterization of causality

Economics Letters

Volumn 91, Issue 3, 2006, Pages 380-388

  Baghli, Mustapha ^a  

^a Centre National de la Recherche Scientifique   (France)

Author keywords

Causality in information; Fast double bootstrap test; Information theoretic statistics; Nonlinearity

Indexed keywords

EID: 33646809774     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.12.016     Document Type: Article

References (13)

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