A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity

Computational Statistics and Data Analysis

Volumn 53, Issue 6, 2009, Pages 2251-2263

  Grossi, Luigi ^a   Laurini, Fabrizio ^b  

^a UNIVERSITY OF VERONA   (Italy)

^b UNIVERSITY OF PARMA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ARCHES; COERCIVE FORCE; FREQUENCY MULTIPLYING CIRCUITS; LEARNING ALGORITHMS; REGRESSION ANALYSIS; STATISTICAL TESTS; TIME SERIES;

ARCH EFFECTS; AUTO CORRELATION FUNCTIONS; HETEROSCEDASTICITY; LAGRANGE; NONLINEAR COMPONENTS; ROBUST TESTS; SEARCH ALGORITHMS; WEIGHTED REGRESSIONS;

LAGRANGE MULTIPLIERS;

EID: 61549110223     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.09.018     Document Type: Article

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