A test for conditional heteroskedasticity in time series models
By: Anil K. Bera and M. L. Higgins
Contributors: Higgins, M. L.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 90-1638; BEBR faculty working paper -- no. 90-1638.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1990
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 22
Subjects: Time-series analysis
Notes: Includes bibliographical references (p. 21-22).