@article{gianetto:hal-00772479,
TITLE = {Testing instantaneous causality in presence of non constant unconditional variance},
AUTHOR = {Gianetto, Quentin Giai and Ra{\"i}ssi, Hamdi},
URL = {https://hal.science/hal-00772479},
NOTE = {Keywords : VAR model, Unconditionally heteroscedastic errors, instantaneous causality},
JOURNAL = {Journal of Business and Economic Statistics},
PUBLISHER = {Taylor \& Francis},
VOLUME = {33},
NUMBER = {1},
PAGES = {46-53},
YEAR = {2015},
DOI = {10.1080/07350015.2014.920614},
KEYWORDS = {Instantaneous causality ; Unconditionally heteroscedastic errors ; VAR model},
HAL_ID = {hal-00772479},
HAL_VERSION = {v1},
}