A nonparametric approach to test for predictability (Q1672705): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2016.09.006
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+W2521824071
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+A new statistic and practical guidelines for nonparametric Granger causality testing
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+Q5612941
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@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
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