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Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis Author info | Abstract | Publisher info | Download info | Related research | Statistics Anil K. Bera
Sangkyu Lee
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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number
90-26.
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Date of creation: Jul 1990Date of revision:
Handle: RePEc:cdl:ucsdec:90-26Contact details of provider: Postal: 9500 Gilman Drive, La Jolla, CA 92093-0508 Phone: (858) 534-3383 Fax: (858) 534-7040 Web page: http://repositories.cdlib.org/ucsdecon/ More information through EDIRC
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Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Marwan Elkhoury, 2005.
"A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis ,"
HEI Working Papers
01-2006, Economics Section, The Graduate Institute of International Studies.
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