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Information matrix test, parameter heterogeneity and ARCH: A synthesis

  • A.K. Bera
  • , S. Lee

    Research output: Book/Report › Report

    15   Link opens in a new tab Citations (Scopus)
    388 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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