Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Yongmiao Hong and Yoon-jin Lee
| Year of publication: |
2005
|
|---|---|
| Authors: | Hong, Yongmiao ; Lee, Yoon-jin |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 72.2005, 2, p. 499-541
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| 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://ebvufind01.dmz1.zbw.eu/10002692476