Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063)
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scientific article; zbMATH DE number 4215204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression |
scientific article; zbMATH DE number 4215204 |
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Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (English)
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1991
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serial correlation
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dynamic conditional heteroskedasticity
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regression disturbances
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dependent alternatives
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weak dependence
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Limiting null distributions
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fast Fourier transform
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