Testing for ARCH-GARCH errors in a mis-specified regression

zbMath0775.62329MaRDI QIDQ684794

David E. A. Giles, Jason K. Wong, Judith A. Giles

Publication date: 7 October 1993

Published in: Computational Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (1)

Testing for ARCH in the presence of a possibly misspecified conditional mean

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