A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality Working Papers uri icon

authors

  • TAAMOUTI, ABDERRAHIM
  • BOUEZMARNI, TAOUFIK
  • V.K. ROMBOUTS, JEROEN

publication date

  • 2009

series title

  • UC3M Working papers. Economics

series number

  • 09-34-19