Causality tests and conditional heteroskedasticity: Monte Carlo evidence
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Publication:5931138
DOI10.1016/S0304-4076(00)00072-5zbMath0967.62100OpenAlexW1540679010MaRDI QIDQ5931138
Publication date: 2 September 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00072-5
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- On a measure of lack of fit in time series models
- Automatic Lag Selection in Covariance Matrix Estimation
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- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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