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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
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Document Date: 2013-08-05 02:22:00

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File Size: 336,88 KB

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