JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS.
Year of publication: |
1989
|
---|---|
Authors: | BERAQ, A.K. ; MCALEER, M. ; PESARAN, M.H. |
Institutions: | Institute of Social and Economic Research (ISER), Osaka University |
Subject: | tests | specifications | homoskedasticity |
-
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS.
BERAQ, A.K., (1989)
-
FLORENS, J-P., (1988)
-
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY
PAGAN, A.R., (1989)
- More ...
-
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS.
BERAQ, A.K., (1989)
-
Regression Quantiles for Unstable Autoregressive Models.
Ling, S., (2001)
-
Regression Quantiles for Unstable Autoregressive Models.
Ling, S., (2001)
- More ...