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Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form.

Anne Péguin-FeissolleBirgit StrikholmTimo Teräsvirta
Published in: Commun. Stat. Simul. Comput. (2013)
Keyphrases
  • nonlinear models
  • linear model
  • non stationary
  • linear models
  • logistic regression
  • real time
  • decision process