A Test For Conditional Heterskedasticity In Time Series Midels
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Bibliographic InfoPaper provided by University of Western Ontario, The Centre for the Study of International Economic Relations in its series University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers with number 9003.
Length: 21 pages
Date of creation: 1990
Date of revision:
Contact details of provider:
Postal: The Centre for the Study of International Economic Relations, Social Science Centre, University of Western Ontario, London, Ontario, Canada N6A 5C2
Phone: 519-661-2111 Ext.85244
Web page: http://economics.uwo.ca/
time series ; linear models ; heteroskedasticity;
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