A test for conditional heteroskedasticity in time series models

Bera, Anil K.; Higgins, M.L.

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https://hdl.handle.net/2142/30049 Copy

Description

Title

A test for conditional heteroskedasticity in time series models

Author(s)

• Bera, Anil K.
• Higgins, M.L.

Issue Date

1990-03

Keyword(s)

Time-series analysis

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. 1638

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/30049

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:testforcondition1638bera
• http://www.archive.org/details/testforcondition1638bera

Copyright and License Information

Copyright 1990 Board of Trustees University of Illinois.

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