Title of article :
A new statistic and practical guidelines for nonparametric Granger causality testing
Author/Authors :
Cees Diks، نويسنده , , Valentyn Panchenko، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
U-statistics , Granger causality , financial time series , Nonparametric , Size distortion , hypothesis testing
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
