Causality tests and conditional heteroskedasticity: Monte Carlo evidence

DOI10.1016/S0304-4076(00)00072-5zbMath0967.62100MaRDI QIDQ5931138

Jon Vilasuso

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

zbMATH Keywords

simulation; ARCH; causality tests; conditional heteroskedasticity; money-price relation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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Cites Work

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