Causality tests and conditional heteroskedasticity: Monte Carlo evidence

Journal of Econometrics

Volumn 101, Issue 1, 2001, Pages 25-35

  Vilasuso, Jon ^a  

^a WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

ARCH; Simulation

Indexed keywords

EID: 0346977321     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00072-5     Document Type: Article

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