Terra Cognita

Granger causality test for heteroskedastic and structural-break time series using generalized least squares

CC-BY mirrored here arxiv 2023

Hugo J. Bello

arXiv preprint (stat.ME, math.ST, stat.TH).

Read here Source ↗

ABSTRACT · 0.0 MB · sha256 19383f241843…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.