An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Yongmiao Hong and Yoon-Jin Lee
| Year of publication: |
2007
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|---|---|
| Authors: | Hong, Yongmiao ; Lee, Yoon-jin |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 1, p. 106-154
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003407425