Testing for serial correlation in the presence of conditional heteroskedasticity
by Paramsothy Silvapulle and Merran Evans
| Year of publication: |
1993
|
|---|---|
| Authors: | Silvapulle, Paramsothy ; Evans, Merran |
| Institutions: | School of Economics <Bundoora, Victoria> / Department of Economics (contributor) |
| Publisher: |
Bundoora, Victoria, Australia : Dep. of Economics, School of Economics and Commerce, La Trobe Univ. |
| Subject: | Heteroskedastizität | Heteroscedasticity | Statistischer Test | Statistical test | Korrelation | Correlation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 21 S |
|---|---|
| Series: | Economics and commerce : discussion papers. - Bundoora, Victoria, Australia : School of Economics and Commerce, La Trobe University, ZDB-ID 2936417-6. - Vol. 93,27 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-85816-930-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000878855