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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Pavlidis, Efthymios G.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working Papers / Department of Economics, Management School
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Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
2
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009949971
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