A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
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Type of publication: | Book / Working Paper |
Language: | French |
Notes: | 45 pages |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C19 - Econometric and Statistical Methods: General. Other ; G1 - General Financial Markets ; G12 - Asset Pricing ; E3 - Prices, Business Fluctuations, and Cycles ; E4 - Money and Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
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