Testing for vector autoregressive dynamics under heteroskedasticity

CM (Christian) Hafner, H Herwartz

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages22
EditionEconometric Institute EI 2002-36
Publication statusPublished - 2002

Publication series

SeriesEconometric Institute
VolumeEI 2002-36

Research programs

  • EUR ESE 11

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