Adaptive Testing in ARCH Models.
Year of publication: |
1995
|
---|---|
Authors: | Linton, O.B. ; Steigerwald, D.G. |
Subject: | ECONOMIC MODELS | TESTS |
-
A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT.
HANSEN, B.E., (1990)
-
Positive Economics and The Structure of Tax Equilibria.
Guesnerie, R., (1992)
-
Testing Serial Correlation in Semiparametric Time Series Model.
Li, D., (1999)
- More ...
-
Adaptive Testing in Arch Models
Linton, O.B., (2000)
-
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E., (2007)
-
Second Order Approximation in a Linear Regression with Heteroskedasticity of Unknown Form
Linton, O.B., (1996)
- More ...