Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706)
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scientific article; zbMATH DE number 7882073
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| English | Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity |
scientific article; zbMATH DE number 7882073 |
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Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (English)
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17 July 2024
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vector autoregression
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heteroskedasticity
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bootstrap
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Granger causality
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break-even inflation
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