A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Year of publication: |
2013
|
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Authors: | Su, Liangjun ; Ullah, Aman |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 1, p. 187-212
|
Subject: | Heteroskedastizität | Heteroscedasticity | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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