Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study

  1. Pavlidis, E.G.
  2. Paya, I.
  3. Peel, D.A.
Journal:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1081-1826,  1558-3708

Year of publication: 2013

Volume: 17

Issue: 3

Pages: 297-312

Type: Article

DOI: 10.1515/SNDE-2012-0067 GOOGLE SCHOLAR
Data source: Scopus