EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, D. ; Chan, N. H. ; Peng, L. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 02, p. 357-371
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |