Information matrix test, parameter heterogeneity and arch: A synthesis

A.K. Bera, S. Lee

    Research output: Working paperDiscussion paperOther research output

    317 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.