We deal with bootstrapping tests for detecting conditional heteroskedasticity in the context of standard and nonstandard ARCH models. We develope parametric and nonparametric bootstrap tests based both on the LM statistic and a neural statistic. The neural tests are designed to approximate an...

This article introduces statistical testing procedures to evaluate ‘pro-poor’ growth. Our measure of ‘pro-poorness’ follows Kakwani (J Quant Econ 16(1):67–80, <CitationRef CitationID="CR20">2000</CitationRef>), Kakwani and Pernia (Asian Dev Rev 18(1):1–16, <CitationRef CitationID="CR21">2000</CitationRef>), and Son (Econ Lett 82:307–314, <CitationRef CitationID="CR25">2004</CitationRef>), who decompose the...</citationref></citationref></citationref>