Test for autoregressive conditional heteroskedasticity in regression error distribution
| Year of publication: |
2001
|
|---|---|
| Authors: | Baum, Christopher ; Wiggins, Vince |
| Published in: |
Stata Technical Bulletin. - StataCorp LP. - Vol. 10.2001, 55
|
| Publisher: |
StataCorp LP |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005178405