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Latest revision as of 12:27, 24 May 2024

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Specification test for a linear regression model with ARCH process
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    Specification test for a linear regression model with ARCH process (English)
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    18 July 1996
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    autoregressive conditional heteroskedasticity
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    information matrix test
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    double length regression
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    ARCH models
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    time series
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    covariance matrix
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    test for variation in the fourth moment
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    heterokurtosis
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