University of Illinois Urbana-Champaign Academic Units College of Business Bureau of Economic and Business Research Faculty Working Paper - Bureau of Economic and Business Research A test for conditional heteroskedasticity in time series models
A test for conditional heteroskedasticity in time series models
Bera, Anil K.; Higgins, M.L.
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https://hdl.handle.net/2142/30049
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Title A test for conditional heteroskedasticity in time series models Author(s) Bera, Anil K. Higgins, M.L. Issue Date 1990-03 Keyword(s) Time-series analysis Date of Ingest 2012-03-16T18:10:58Z Publisher [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, Series/Report Name or Number BEBR faculty working paper ; no. 1638 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/30049 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:testforcondition1638bera http://www.archive.org/details/testforcondition1638bera Copyright and License Information Copyright 1990 Board of Trustees University of Illinois.
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