Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Year of publication: |
2013
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Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 17.2013, 3, p. 297-312
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Subject: | Simulation | Kausalanalyse | Causality analysis | Theorie | Theory | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Nichtlineare Regression | Nonlinear regression |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/snde-2012-0067 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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