A contagion test with unspecified heteroscedastic errors
Year of publication: |
2024
|
---|---|
Authors: | Aboagye, Ernest ; Ko, Stanley Iat-Meng ; Lo, Chia Chun ; Hsiao, Cody Yu-Ling ; Peng, Liang |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 159.2024, Art.-No. 104804, p. 1-20
|
Subject: | Contagion test | Heteroscedasticity | Variance estimation |
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