Testing for causality in variance in the presence of breaks

Dick van Dijk, DR Osborn, M Sensier

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages12
EditionEconometric Institute EI 2004-48
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-48

Research programs

  • EUR ESE 11

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