Statistical Inference for Local Granger Causality

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Yan, Taniguchi, Masanobu, Ombao, Hernando
Format:	Preprint
Published:	2021
Subjects:	Methodology 62M10, 62M15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2103.00209