On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Year of publication: |
2004
|
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Authors: | Fiorentini, Gabriele ; Sentana, Enrique ; Calzolari, Giorgio |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 3, p. 307-312
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Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
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