Information matrix test, parameter heterogeneity and arch : A synthesis
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Other versions of this item:
- Bera, A.K & Lee, S., 1991. "Information Matrix Test, Parameter Heterogeneity and Arch : A Synthesis," Papers 9154, Tilburg - Center for Economic Research.
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- Bera, A.K. & Ullah, A., 1991.
"RAO's Score Test in Econometrics,"
Other publications TiSEM
667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
- Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
- Marwan Elkhoury, 2005. "A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis," IHEID Working Papers 01-2006, Economics Section, The Graduate Institute of International Studies.
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Gómez-Déniz, E., 2004. "A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 372(15á)-37, Agosto.
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