Short run and long run causality in time series: inference
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Cited in
(22)- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- Two-step adaptive model selection for vector autoregressive processes
- Short run and long run causality in time series: inference
- Testing for short- and long-run causality: a frequency-domain approach
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- Comparison of local projection estimators for proxy vector autoregressions
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing
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