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Molenaar, P. C. M., & Lo, L. L.. (2016). Alternative Forms of Granger Causality, Heterogeneity, and Nonstationarity. In W. Wiedermann & von Eye, A. (Eds.), Statistics and Causality: Methods for Applied Empirical Research (pp. 203 - 229). Hoboken, NJ, USA: John Wiley & Sons, Inc. doi:10.1002/978111894707410.1002/9781118947074.ch9