Specification test for a linear regression model with ARCH process

Specification test for a linear regression model with ARCH process

10.1016/0378-3758(95)00059-3

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書目詳細資料
Main Authors:	Bera, A.K., Zuo, X.-L.
其他作者:	ECONOMICS & STATISTICS
格式:	Article
出版:	2011
主題:	Autoregressive conditional heteroskedasticity Double length regression Information matrix test
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/19321
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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