The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation

Stan Hurn

No 471, Department of Economics - Working Papers Series from The University of Melbourne

Keywords: REGRESSION ANALYSIS; ECONOMIC MODELS; ECONOMETRICS (search for similar items in EconPapers)
Pages: 20 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:mlb:wpaper:471

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