Testing instantaneous causality in presence of non constant unconditional variance

Keywords : VAR model, Unconditionally heteroscedastic errors, instantaneous causality

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Additional Info

Field Value
Source ISSN: 0735-0015
Author Gianetto, Quentin Giai, Raïssi, Hamdi
Maintainer CCSD
Last Updated May 15, 2026, 10:31 (UTC)
Created May 15, 2026, 10:31 (UTC)
Identifier hal-00772479
Language en
contributor Département Image et Traitement Information (ITI) ; Université européenne de Bretagne - European University of Brittany (UEB)-Télécom Bretagne-Institut Mines-Télécom [Paris] (IMT)
creator Gianetto, Quentin Giai
date 2015-05-15T00:00:00
harvest_object_id b47d5ab7-4620-4d4f-a3c3-abb4b00e5a04
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-01-19T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1207.3246
set_spec type:ART