Information matrix test, parameter heterogeneity and ARCH: A synthesis

A.K. Bera, S. Lee

    Research output: Book/ReportReport

    13 Citations (Scopus)
    46 Downloads (Pure)
    Original languageEnglish
    Place of PublicationTilburg
    PublisherCentER for Economic Research
    Number of pages27
    Volume135
    Publication statusPublished - 1993

    Publication series

    NameReprint Series

    Keywords

    • Estimation

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