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A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality

Taoufik BouezmarniJeroen V. K. RomboutsAbderrahim Taamouti

出版	CIRANO, 2009
URL	http://books.google.com.hk/books?id=J5A4QwAACAAJ&hl=&source=gbs_api