Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study
- Pavlidis, E.G.
- Paya, I.
- Peel, D.A.
ISSN: 1081-1826, 1558-3708
Année de publication: 2013
Volumen: 17
Número: 3
Pages: 297-312
Type: Article
Revue:
Studies in Nonlinear Dynamics and Econometrics