A consistent test for conditional heteroskedasticity in time-series regression models (Q2716439)
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scientific article; zbMATH DE number 1599000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test for conditional heteroskedasticity in time-series regression models |
scientific article; zbMATH DE number 1599000 |
Statements
8 January 2002
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Monte Carlo results
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tables
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heteroskedasticity
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time-series regression
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bootstrap
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A consistent test for conditional heteroskedasticity in time-series regression models (English)
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