Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

Andrew Peter Blake () and George Kapetanios

Journal of Econometrics, 2007, vol. 137, issue 2, pages 472-488

Date: 2007
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Working Paper: Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:2:p:472-488

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