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A nonparametric copula based test for conditional independence with applications to Granger causality

Bibliographic reference Bouezmarni, Taoufik ; Rombouts, Jeroen ; Taamouti, Abderrahim. A nonparametric copula based test for conditional independence with applications to Granger causality . Core Discussion Papers ; 2009/41 (2009) 47 pages
Permanent URL http://hdl.handle.net/2078.1/23769