The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation.
| Year of publication: |
1995
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|---|---|
| Authors: | Hurn, A.S. |
| Institutions: | Department of Economics, Faculty of Business and Economics |
| Subject: | REGRESSION ANALYSIS | ECONOMIC MODELS | ECONOMETRICS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 471 20 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005574875