Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form

Review of Economic Studies

Volumn 72, Issue 2, 2005, Pages 499-541

  Hong, Yongmiao ^a   Lee, Yoon Jin ^a  

^a Tsinghua University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC THEORY; MODEL; TIME SERIES;

EQUUS CABALLUS;

EID: 16344384754     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2005.00341.x     Document Type: Article

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