University of Illinois Urbana-Champaign

A test for conditional heteroskedasticity in time series models

Bera, Anil K.; Higgins, M.L.

Content Files
testforcondition1638bera.pdf

Permalink

https://hdl.handle.net/2142/30049

Description

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.

Owning Collections

Faculty Working Paper - Bureau of Economic and Business Research PRIMARY