Testing for linear autoregressive dynamics under heteroskedasticity

Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse

Year of publication:	1999
Authors:	Hafner, Christian M. ; Herwartz, Helmut
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	ARCH-Modell \| ARCH model \| Statistischer Test \| Statistical test \| Theorie \| Theory \| Autokorrelation \| Autocorrelation \| Heteroskedastizität \| Heteroscedasticity

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