IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/81cb71f3-cb60-4ee8-9bf4-a926f4d8229e.html
   My bibliography  Save this paper

Information matrix test, parameter heterogeneity and arch : A synthesis

Author

Listed:
  • Bera, A.K.

    (Tilburg University, Center For Economic Research)

  • Lee, S.

Abstract

No abstract is available for this item.

Suggested Citation

  • Bera, A.K. & Lee, S., 1991. "Information matrix test, parameter heterogeneity and arch : A synthesis," Discussion Paper 1991-54, Tilburg University, Center for Economic Research.
  • Handle: RePEc:tiu:tiucen:81cb71f3-cb60-4ee8-9bf4-a926f4d8229e
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1152848/AKBSL5620729.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Other publications TiSEM 667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
    2. Marwan Elkhoury, 2005. "A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis," IHEID Working Papers 01-2006, Economics Section, The Graduate Institute of International Studies.
    3. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    4. Gómez-Déniz, E., 2004. "A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 372(15á)-37, Agosto.

    More about this item

    Keywords

    Estimation;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:81cb71f3-cb60-4ee8-9bf4-a926f4d8229e. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.