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Nonparametric copula-based test for conditional independence with applications to granger causality

Bibliographic reference Bouezmarni, Taoufik ; Rombouts, Jeroen V.K. ; Taamouti, Abderrahim. Nonparametric copula-based test for conditional independence with applications to granger causality. In: Journal of Business and Economic Statistics, Vol. 30, no. 2, p. 275-287 (2012)
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