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WHAT DO HETEROSKEDASTICITY TES...
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1
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.
;
Hallin, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005545587
Saved in:
2
WHAT DO
HETEROSKEDASTICITY
TESTS
DETECT?.
DUTTA, J.
;
ZAMAN, A.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005776734
Saved in:
3
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.
;
BOLLERSLEV, R.T.
-
Economics Department, Michigan State University
-
1990
Persistent link: https://www.econbiz.de/10005781229
Saved in:
4
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10008469036
Saved in:
5
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10005670077
Saved in:
6
A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT.
HANSEN, B.E.
-
University of Rochester - Center for Economic Research …
-
1990
Persistent link: https://www.econbiz.de/10005504030
Saved in:
7
A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION.
PRESCOTT, D.
;
STENGOS, T.
-
Department of Economics and Finance, College of …
-
1989
Persistent link: https://www.econbiz.de/10005545305
Saved in:
8
Generalized Predictive
Tests
and Structural Change Analysis in
Econometrics
.
Dufour, J.M.
;
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545555
Saved in:
9
THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.
NELSON, C.R.
;
KIM, C-J.
-
Department of Economics, University of Washington
-
1988
Persistent link: https://www.econbiz.de/10005432422
Saved in:
10
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS.
LEBARON, B.
-
Wisconsin Madison - Social Systems
-
1990
Persistent link: https://www.econbiz.de/10005443467
Saved in:
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