Testing instantaneous causality in presence of non constant unconditional variance
type: Dataset
contact point: Organization
  fn: CCSD
keyword: var-model
keyword: statmestatistics-statmethodology-statme
keyword: unconditionally-heteroscedastic-errors
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: instantaneous-causality
keyword: statapstatistics-statapplications-statap
landing page: 0735-0015
description: Keywords : VAR model, Unconditionally heteroscedastic errors, instantaneous causality
issued: 2026-05-15T10:31:35.202015
language: en
modified: 2026-05-15T10:31:35.202021

test_moissonnage_selune
type: Agent

Testing instantaneous causality in presence of non constant unconditional variance
type: Distribution
access URL: https://hal.science/hal-00772479
format: HTML
issued: 2026-05-15T10:31:35.209673
modified: 2026-05-15T10:31:35.187289