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Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). KYRTSOU, Catherine ; Kugiumtzis, Dimitris ; Diks, Cees ; Papana, Angeliki.
In: Empirical Economics.
RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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