Testing Instantaneous Causality in Presence of Nonconstant...

Journal of Business and Economic Statistics 2015 / 01 Vol. 33; Iss. 1

Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance

Giai Gianetto, Quentin, Raïssi, Hamdi
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Volume:
33
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2014.920614
Date:
January, 2015
File:
PDF, 357 KB
english, 2015
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