Testing for linear autoregressive dynamics under heteroskedasticity
Christian M. Hafner; Helmut Herwartz
| Year of publication: |
2000
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 2, p. 177-197
|
| Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Theorie | Theory | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001546181