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 pages7
EditionEconometric Institute Reprint Serie 2005-1371
Publication statusPublished - 2005

Publication series

SeriesEconometric Institute Reprint Serie

Research programs

  • EUR ESE 17

Cite this