Nonlinear causality tests and multivariate conditional...

Studies in Nonlinear Dynamics and Econometrics 2013 / 01 Vol. 17; Iss. 3

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

Pavlidis, Efthymios G., Paya, Ivan, Peel, David A.
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Volume:
17
Language:
english
Journal:
Studies in Nonlinear Dynamics and Econometrics
DOI:
10.1515/snde-2012-0067
Date:
January, 2013
File:
PDF, 1.56 MB
english, 2013
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