Testing for linear autoregressive dynamics under heteroskedasticity
Year of publication: |
2000
|
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Authors: | Hafner, Christian M. ; Herwartz, Helmut |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 2, p. 177-197
|
Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Theorie | Theory | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
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