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~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"Discrete choice"
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New misspecification tests for multinomial logit models
Fok, Dennis
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Paap, Richard
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2019
Persistent link: https://www.econbiz.de/10012019046
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Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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