A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS
| Year of publication: |
2001
|
|---|---|
| Authors: | Hsiao, Cheng ; Li, Qi |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 01, p. 188-221
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |