Causality tests and conditional heteroskedasticity : Monte Carlo evidence
Year of publication: |
2001
|
---|---|
Authors: | Vilasuso, Jon R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 101.2001, 1, p. 25-35
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Kausalanalyse | Causality analysis | Theorie | Theory |
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