Sökning: "Sneh Gulati"

Hittade 1 avhandling innehållade orden Sneh Gulati.

1. 1. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

   Författare :Kristofer Månsson; Ghazi Shukur; Sneh Gulati; Jönköping University; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER