Testing joint hypotheses when one of the alternatives is one-sided (2007)
Attributed to:
Conditional Independence, Noncausality and International Market Links: A Realized Measure Approach
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2006.07.022
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2006.07.022
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 2