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Information matrix test, parameter heterogeneity and arch: A synthesis

  • A.K. Bera
  • , S. Lee

    Research output: Working paperDiscussion paperOther research output

    574 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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