A Comparison of the Power of Some Tests for Conditional Heteroscedasticity
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- Peguin-Feissolle, Anne, 1999. "A comparison of the power of some tests for conditional heteroscedasticity," Economics Letters, Elsevier, vol. 63(1), pages 5-17, April.
- Anne Peguin-Feissolle, 1999. "A comparison of the power of some tests for conditional heteroscedasticity," Post-Print halshs-00390157, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Blake, Andrew P. & Kapetanios, George, 2000.
"A radial basis function artificial neural network test for ARCH,"
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More about this item
KeywordsTESTING ; ECONOMETRICS ; HETEROSKEDASTICITY;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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