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Testing for causality in variance in the presence of breaks

✍ Scribed by Dick van Dijk; Denise R. Osborn; Marianne Sensier

Book ID: 116421156
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 159 KB
Volume: 89
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2005.05.029

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