Information matrix test, parameter heterogeneity and ARCH : a synthesis
Bera, Anil K.; Lee, Sangkyu
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https://hdl.handle.net/2142/29901
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Title Information matrix test, parameter heterogeneity and ARCH : a synthesis Author(s) Bera, Anil K. Lee, Sangkyu Issue Date 1989-05 Keyword(s) Autoregression (Statistics) Heteroscedasticity Publisher [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, Series/Report Name or Number BEBR faculty working paper ; no. 1568 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29901 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:informationmatri1568bera http://www.archive.org/details/informationmatri1568bera Copyright and License Information Copyright May 1989 Board of Trustees University of Illinois.
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