Specification test for a linear regression model with ARCH process
10.1016/0378-3758(95)00059-3
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2011
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sg-nus-scholar.10635-193212023-10-27T09:01:47Z Specification test for a linear regression model with ARCH process Bera, A.K. Zuo, X.-L. ECONOMICS & STATISTICS Autoregressive conditional heteroskedasticity Double length regression Information matrix test 10.1016/0378-3758(95)00059-3 Journal of Statistical Planning and Inference 50 2 283-308 JSPID 2011-02-22T03:08:42Z 2011-02-22T03:08:42Z 1996 Article Bera, A.K., Zuo, X.-L. (1996). Specification test for a linear regression model with ARCH process. Journal of Statistical Planning and Inference 50 (2) : 283-308. ScholarBank@NUS Repository. https://doi.org/10.1016/0378-3758(95)00059-3 03783758 http://scholarbank.nus.edu.sg/handle/10635/19321 A1996UC45800009 Scopus |
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National University of Singapore |
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Asia |
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Singapore Singapore |
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NUS Library |
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Autoregressive conditional heteroskedasticity Double length regression Information matrix test |
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Autoregressive conditional heteroskedasticity Double length regression Information matrix test Bera, A.K. Zuo, X.-L. Specification test for a linear regression model with ARCH process |
| description |
10.1016/0378-3758(95)00059-3 |
| author2 |
ECONOMICS & STATISTICS |
| author_facet |
ECONOMICS & STATISTICS Bera, A.K. Zuo, X.-L. |
| format |
Article |
| author |
Bera, A.K. Zuo, X.-L. |
| author_sort |
Bera, A.K. |
| title |
Specification test for a linear regression model with ARCH process |
| title_short |
Specification test for a linear regression model with ARCH process |
| title_full |
Specification test for a linear regression model with ARCH process |
| title_fullStr |
Specification test for a linear regression model with ARCH process |
| title_full_unstemmed |
Specification test for a linear regression model with ARCH process |
| title_sort |
specification test for a linear regression model with arch process |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/19321 |
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1781410044513878016 |