✦ LIBER ✦

A comparison of the power of some tests for conditional heteroscedasticity

✍ Scribed by Anne Peguin-Feissolle

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Monte Carlo evaluation of the power of

✍ W.E. Griffiths; K. Surekha 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 741 KB

Spectral tests of the martingale hypothe

✍ Rohit S. Deo 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 189 KB

Some tests for the constancy of regressi

✍ Hiroki Tsurumi; Neil Sheflin 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 914 KB

Generalized Spectral Tests for Condition

✍ Hong, Yongmiao; Lee, Yoon-Jin 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 499 KB

The exact powers of some autocorrelation

✍ John P Small 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 592 KB

Autoregressive conditional heteroscedast

✍ Christian C.P. Wolff 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 143 KB