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