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Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form.
Anne Péguin-Feissolle
Birgit Strikholm
Timo Teräsvirta
Published in:
Commun. Stat. Simul. Comput. (2013)
Keyphrases
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nonlinear models
linear model
non stationary
linear models
logistic regression
real time
decision process