Testing for causality in variance under nonstationarity in variance
Paulo M. M. Rodrigues, Antonio Rubia
| Year of publication: |
2007
|
|---|---|
| Authors: | Rodrigues, Paulo M. M. ; Rubia, Antonio |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 97.2007, 2, p. 133-137
|
| Subject: | Varianzanalyse | Analysis of variance | Strukturbruch | Structural break | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003575417