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Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen
- In:
The econometrics journal
5
(
2002
)
2
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pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
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Generalized LM tests for functional form and heteroscedasticity
Yang, Zhenlin
;
Tse, Yiu Kuen
- In:
The econometrics journal
11
(
2008
)
2
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pp. 349-376
Persistent link: https://www.econbiz.de/10003750838
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