Testing for Volatility Changes in U.S. Macroeconomic Time Series
Year of publication: |
2004
|
---|---|
Authors: | Sensier, Marianne ; van Dijk, Dick |
Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 86.2004, 3, p. 833-839
|
Saved in:
Saved in favorites
Similar items by person
-
Testing for causality in variance in the presence of breaks
van Dijk, Dick, (2005)
-
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van, (2002)
-
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van, (2002)
- More ...