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I am doing the nonlinear causality test of the crude oil futures and spot prices, and I want to use the method introduced by Diks and Panchenko(2006), but I am confused about how to choose the optimal bandwidth. I learned it can be calculated from the ARCH(1) process, but I don't know how to get the C here (๐œ€๐‘›=๐‘š๐‘Ž๐‘ฅ(๐ถโˆ’2/7๐‘›,1.5)). I hope you can help me with this. Thank you very much

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