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Title:Information matrix test, parameter heterogeneity and ARCH : a synthesis
Author(s):Bera, Anil K.; Lee, Sangkyu
Subject(s):Autoregression (Statistics)
Heteroscedasticity
Issue Date:1989-05
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:BEBR faculty working paper ; no. 1568
Type:Text
Language:English
Description:Includes bibliographical references.
URI:http://hdl.handle.net/2142/29901
Rights Information:Copyright May 1989 Board of Trustees University of Illinois.
Date Available in IDEALS:2012-02-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:informationmatri1568bera
http://www.archive.org/details/informationmatri1568bera
Identifier in Online Catalog:6590106
OCLC Identifier:(OCoLC)ocm26888089


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