A bootstrap test for causality with endogenous lag length choice: Theory and application in finance

Scott Hacker, Abdulnasser Hatemi-J

    Research output: Contribution to journalArticlepeer-review

    77 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'A bootstrap test for causality with endogenous lag length choice: Theory and application in finance'. Together they form a unique fingerprint.

    Business & Economics