Information matrix test, parameter heterogeneity and arch: A synthesis

A.K. Bera, S. Lee

    Research output: Working paperDiscussion paperOther research output

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

    Publication series

    NameCentER Discussion Paper
    Volume1991-54

    Keywords

    • Estimation

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