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Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment

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Author

  • Yushu Li
  • Ghazi Shukur

Publishing year

2011

Language

English

Pages

1913-1925

Publication/Series

Journal of Statistical Computation and Simulation

Volume

81

Issue

12

Document type

Journal article

Publisher

Taylor & Francis, Taylor & Francis

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 1563-5163