A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models

Author: Wu Jianhong  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.40, Iss.8, 2011-01, pp. : 1434-1444

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract