Testing Causality Between Two Vectors in Multivariate GARCH Models

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Date: 2013-08-05 02:22:00 Estimation theory Autoregressive conditional heteroskedasticity Regression analysis Causality Vector autoregression Economic model Autoregressive–moving-average model Maximum likelihood Time series Statistics Time series analysis Econometrics		Testing Causality Between Two Vectors in Multivariate GARCH Models Add to Reading List Source URL: fbe.unimelb.edu.au Download Document from Source Website File Size: 336,88 KB Share Document on Facebook

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