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Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity

Author

Listed:
  • Param Silvapulle

    (School of Economics, La Trobe University)

  • Merran Evans

    (School of Economics, La Trobe University)

Abstract

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Suggested Citation

  • Param Silvapulle & Merran Evans, 1993. "Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity," Working Papers 1993.27, School of Economics, La Trobe University.
    • Handle: RePEc:trb:wpaper:1993.27
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    Cited by:

    1. Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Working Papers 1993.26, School of Economics, La Trobe University.

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    Keywords

    econometrics;

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