Alternative Forms of Granger Causality, Heterogeneity, and Nonstationarity

TitleAlternative Forms of Granger Causality, Heterogeneity, and Nonstationarity
Publication TypeBook Chapter
Year of Publication2016
AuthorsMolenaar, PCM, Lo, LL
EditorWiedermann, W, von Eye, A
Book TitleStatistics and Causality: Methods for Applied Empirical Research
Pagination203 - 229
PublisherJohn Wiley & Sons, Inc.
CityHoboken, NJ, USA
ISBN Number9781118947043
URLhttp://doi.wiley.com/10.1002/9781118947074http://doi.wiley.com/10.1002/9781118947074.ch9http://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2F9781118947074.ch9
DOI10.1002/978111894707410.1002/9781118947074.ch9