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Nonparametric estimation and inference for conditional density based Granger causality measures

Bibliographic reference Taamouti, Abderrahim ; Bouezmarni, Taoufik ; El Ghouch, Anouar. Nonparametric estimation and inference for conditional density based Granger causality measures. In: Journal of Econometrics, Vol. 180, no.2, p. 251-264 (2014)
Permanent URL http://hdl.handle.net/2078.1/152530