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A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

Econometric theory, 2012-08, Vol.28 (4), p.861-887 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2012 ;Cambridge University Press 2012 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000685

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