Πλοήγηση ανά Συγγραφέα "Καμπιανάκης, Ιωάννης Α."
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Finite sample properties of causality in variance tests : a Monte Carlo study
Καμπιανάκης, Ιωάννης Α. (2008-10-01)The principal aim of this study is to investigate the finite sample statistical properties for a group of methodologies which have been proposed in the econometric literature for the detection of causal relations in variance ...