Testing for causality in variance in the presence of breaks
| Year of publication: |
2005
|
|---|---|
| Authors: | van Dijk, Dick ; Osborn, Denise R. ; Sensier, Marianne |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 89.2005, 2, p. 193-199
|