• 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
    26
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=218022