AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
| Year of publication: |
2007
|
|---|---|
| Authors: | Hong, Yongmiao ; Lee, Yoon-Jin |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 01, p. 106-154
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |