Information matrix test, parameter heterogeneity and arch

A synthesis

A.K. Bera, S. Lee

    Research output: Working paperDiscussion paperOther research output

    316 Downloads (Pure)
    Original languageEnglish
    PublisherCentER
    Number of pages24
    Volume1991-54
    Publication statusPublished - 1991

    Publication series

    NameCentER Discussion Paper
    Volume1991-54

    Keywords

    • Estimation

    Cite this

    Bera, A. K., & Lee, S. (1991). Information matrix test, parameter heterogeneity and arch: A synthesis. (CentER Discussion Paper; Vol. 1991-54). CentER.
    Bera, A.K. ; Lee, S. / Information matrix test, parameter heterogeneity and arch : A synthesis. CentER, 1991. (CentER Discussion Paper).
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    author = "A.K. Bera and S. Lee",
    note = "Pagination: 24",
    year = "1991",
    language = "English",
    volume = "1991-54",
    series = "CentER Discussion Paper",
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    Bera, AK & Lee, S 1991 'Information matrix test, parameter heterogeneity and arch: A synthesis' CentER Discussion Paper, vol. 1991-54, CentER.

    Information matrix test, parameter heterogeneity and arch : A synthesis. / Bera, A.K.; Lee, S.

    CentER, 1991. (CentER Discussion Paper; Vol. 1991-54).

    Research output: Working paperDiscussion paperOther research output

    TY - UNPB

    T1 - Information matrix test, parameter heterogeneity and arch

    T2 - A synthesis

    AU - Bera, A.K.

    AU - Lee, S.

    N1 - Pagination: 24

    PY - 1991

    Y1 - 1991

    KW - Estimation

    M3 - Discussion paper

    VL - 1991-54

    T3 - CentER Discussion Paper

    BT - Information matrix test, parameter heterogeneity and arch

    PB - CentER

    ER -

    Bera AK, Lee S. Information matrix test, parameter heterogeneity and arch: A synthesis. CentER. 1991. (CentER Discussion Paper).