Granger Causality Test in the Presence of Spillover Effects (Q3652744): Difference between revisions

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+https://doi.org/10.1080/03610910903243695
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+W1970342880
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+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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+A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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