A TEST FOR CONDITIONAL HETERSKEDASTICITY IN TIME SERIES MIDELS.
| Year of publication: |
1990
|
|---|---|
| Authors: | BERA, A.K. ; HIGGINS, M.L. |
| Institutions: | University of Western Ontario, The Centre for the Study of International Economic Relations |
| Subject: | time series | linear models | heteroskedasticity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005812660