The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
by A. Stan Hurn & A. David McDonald
| Year of publication: |
1995
|
|---|---|
| Authors: | Hurn, Stan ; MacDonald, Alexander David |
| Publisher: |
Parkville, Victoria |
| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Korrelation | Correlation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Extent: | 15 S |
|---|---|
| Series: | Research paper / University of Melbourne, Department of Economics. - Melbourne : [Verlag nicht ermittelbar], ISSN 0819-2642, ZDB-ID 2132270-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-7325-1226-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000916031