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Testing for causality in variance under nonstationarity in variance

✍ Scribed by Paulo M.M. Rodrigues; Antonio Rubia

Book ID: 116421701
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 151 KB
Volume: 97
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.02.032

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