Information matrix test, parameter heterogeneity and ARCH
Subtitle: a synthesis
By: Anil K. Bera and Sangkyu Lee
Contributors: Lee, Sangkyu, 1954-; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1568; BEBR faculty working paper -- no. 1568.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1989
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 17
Subjects: Autoregression (Statistics); Heteroscedasticity
Notes: Includes bibliographical references.