## Abstract In this paper we propose Granger (non‐)causality tests based on a VAR model allowing for time‐varying coefficients. The functional form of the time‐varying coefficients is a logistic smooth transition autoregressive (LSTAR) model using time as the transition variable. The model allows f
✦ LIBER ✦
Testing for Group Effect in a 2 × k Heteroscedastic ANOVA Model
✍ Scribed by James F. Troendle
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 113 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0323-3847
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