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  1. 1001

    A new test of multivariate nonlinear causality. by Zhidong Bai, Yongchang Hui, Dandan Jiang, Zhihui Lv, Wing-Keung Wong, Shurong Zheng

    Published 2018-01-01
    “…Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a central limit theorem (CLT) of their test statistic by applying the asymptotical property of multivariate U-statistic. …”
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