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

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