Specification test for a linear regression model with arch process
By: Anil K. Bera,  Xiao-lei Zuo
Contributors: Zuo, Xiao-lei; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no.93-0112; BEBR faculty working paper -- no.93-0112.
Publisher: University of Illinois at Urbana-Champaign
Published: 1993
Place of publication: Champaign
Language: eng
Number of pages: 36
Subjects: Regression analysis
Notes: Includes bibliographical references (p. 15).