A comparison of the power of some tests for conditional heteroscedasticity

Author: Peguin-Feissolle A.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.63, Iss.1, 1999-04, pp. : 5-17

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