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Testing for Granger-causality in quantiles
Troster, Victor
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 850-866
Persistent link: https://www.econbiz.de/10012040414
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A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
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