# hh_test: Carrying out the test of Hafner and Herwartz In ccgarch: Conditional Correlation GARCH models

## Description

This function computes the test statistic and the associated p-value of the test for causality in conditiona variance in the CC-GARCH models.

## Usage

 1  hh.test(dvar) 

## Arguments

 dvar (T \times N)

## Value

A vector containing the test statistic and the associated p-value

## References

Hafner, C.M. and H. Herwartz (2006), “A Lagrange Multiplier Test for Causality in Variance.” Economics Letters 93, 137–141.

nt.test