A consistent test for conditional heteroskedasticity in time-series regression models
Cheng Hsiao and Qi Li
| Year of publication: |
2001
|
|---|---|
| Authors: | Hsiao, Cheng ; Li, Qi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 1, p. 188-221
|
| Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001556097