Testing for ARCH-GARCH errors in a mis-specified regression

MaRDI QIDQ684794zbMATH OpenFDO

Authors David E. Giles, Judith A. Giles, Jason K. Wong

Publication date 7 October 1993

Published in Computational Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cited in

(1)

• Testing for ARCH in the presence of a possibly misspecified conditional mean

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