A general nonparametric bootstrap test for Granger causality

Authors
Publication date 2001
Host editors
  • H. Broer
  • B. Krauskopf
  • G Vegter
Book title Global Analysis of Dynamical Systems
Pages (from-to) 391-403
Publisher London: Institute of Physics
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Chapter
Note [C]
Published at http://rullf2.xs4all.nl/nsag/broerch16.pdf
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