A Lagrange multiplier test for causality in variance
| Year of publication: |
2006
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 93.2006, 1, p. 137-141
|
| Publisher: |
Elsevier |