Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance

Quentin Giai Gianetto, Hamdi Raïssi
  • Journal of Business and Economic Statistics, January 2015, Taylor & Francis
  • DOI: 10.1080/07350015.2014.920614

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http://dx.doi.org/10.1080/07350015.2014.920614