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Keywords: DP Granger causality test
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Journal Articles
Journal:
China Agricultural Economic Review
China Agricultural Economic Review (2018) 10 (3): 516–534.
Published: 27 July 2018
... production and supply and mining services. Design/methodology/approach Hong’s information spill-over test and the DP Granger causality test are applied to investigate the relationship between the two markets. Moreover, a rolling window is introduced into the above two tests to capture time-varying...
