Testing for causality in variance in the presence of breaks
Year of publication: |
2005
|
---|---|
Authors: | Dijk, Dick van ; Osborn, Denise R. ; Sensier, Marianne |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 89.2005, 2, p. 193-199
|
Subject: | Strukturbruch | Structural break | Varianzanalyse | Analysis of variance |
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