Testing for conditional heteroskedasticity with misspecified alternative hypotheses
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Publication:1265788
DOI10.1016/S0304-4076(97)88956-7zbMath1130.62402MaRDI QIDQ1265788
Publication date: 27 September 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
Related Items
ARCH tests and quantile regressions, Robust tests for heteroskedasticity in the one-way error components model, Testing for conditional heteroskedasticity with misspecified alternative hypotheses
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