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Bell’s (1964) theorem is popularly supposed to establish the non-locality of quantum physics as a mathematical-physical theory. Building from this, observed violation of Bell’s inequality in experimen...
Testing instantaneous causality in presence of non constant unconditional variance
VAR model Unconditionally heteroscedastic errors Instantaneous causal-ity.
2012/9/19
The problem of testing instantaneous causality between variables with time-varying unconditional variance is investigated. It is shown that the classi-cal tests based on the assumption of stationary p...