Specification test for a linear regression model with ARCH process

10.1016/0378-3758(95)00059-3

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Bibliographic Details
Main Authors:	Bera, A.K., Zuo, X.-L.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Subjects:	Autoregressive conditional heteroskedasticity Double length regression Information matrix test
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19321
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Institution:	National University of Singapore

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