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2008
Mark Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH
Hacker, R. Scott and Hatemi-J, Abdulnasser ^LU (2008) In Journal of Applied Statistics 35(6). p.601-615
- Contribution to journal › Article
2006
Mark Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
Hacker, R Scott and Hatemi-J, Abdulnasser ^LU (2006) In Applied Economics 38(13). p.1489-1500
- Contribution to journal › Article