Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Jean-Marie Dufour (), Lynda Khalaf, Jean-Thomas Bernard () and Ian Genest

Journal of Econometrics, 2004, vol. 122, issue 2, 317-347

Date: 2004
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Citations: View citations in EconPapers (45)

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Working Paper: Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (2001)
Working Paper: Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (2001)
Working Paper: Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:122:y:2004:i:2:p:317-347

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