The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presenceof serial correlation
By: A. Stan Hurn and A. David McDonald.
Contributors: McDonald, A. David.
Series: Economics discussion paper series / Glasgow University, Department of Political Economy -- no.9508; Economics discussion paper (Glasgow University, Department of Political Economy) -- no.9508.
Publisher: Glasgow University, Department of Political Economy
Published: 1995
Place of publication: Glasgow
Language: eng