Hidalgo, Javier: A Bootstrap Causality Test for Covariance Stationary Processes
World Conference Econometric Society, 2000, Seattle
Javier Hidalgo, London School of Economics
A Bootstrap Causality Test for Covariance Stationary Processes
Session:
C-3-5
Saturday 12 August 2000 by Hidalgo, Javier
No abstract.
Submitted paper full-text in .pdf
File created by Jurgen Doornik with eswc2000.ox on 2-01-2001