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Alain Hecq, Lenard Lieb, Sean Telg, Identification of Mixed Causal-Noncausal Models in Finite Samples, Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 307-331
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Hecq et al. (2016) studied this question.
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