A test for the presence of conditional heteroskedasticity within ARCH-M framework
Anil K. Bera ; Sungsup Ra
| Year of publication: |
1995
|
|---|---|
| Authors: | Bera, Anil K. |
| Other Persons: | Ra, Sungsup (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 14.1995, 4, p. 473-485
|
| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001189078