Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063): Difference between revisions

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Revision as of 09:19, 24 June 2024

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Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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    Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (English)
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    1991
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    serial correlation
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    dynamic conditional heteroskedasticity
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    regression disturbances
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    dependent alternatives
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    weak dependence
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    Limiting null distributions
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    fast Fourier transform
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