مرکز منطقه ای اطلاع رساني علوم و فناوري - Specification test for a linear regression model with ARCH process

Title of article :

Specification test for a linear regression model with ARCH process

Author/Authors :

Anil K. Bera، نويسنده , , Xiao-Lei Zuo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

283

To page :

308

Keywords :

Autoregressive conditional heteroskedasticity , Doublelength regression , Information matrix test

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1996

Journal title :

Journal of Statistical Planning and Inference

Record number :

218022

Link To Document :