A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Liangjun ; Ullah, Aman |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 1 (21.5.), p. 187-212
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