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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of Econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10005204000
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Finite sample multivariate structural change tests with application to energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of Econometrics
141
(
2007
)
2
,
pp. 1219-1244
Persistent link: https://www.econbiz.de/10005228736
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