Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels.
Year of publication: |
1999
|
---|---|
Authors: | Caulet, R. ; Peguin-Feissolle, A. |
Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
Subject: | TESTS | ECONOMETRIE | HETEROSCEDASTIVITE |
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