ARCH : selected readings /

Published 1995

Bounds on the effect of heteroscedasticity on the Chow test for structural change /

by Giles, David E. A., 1949-
Published 1991

Comparing standard and robust serial correlation tests in the presence of Garch errors /

by Small, John P.
Published 1993

Estimation in conditionally heteroscedastic time series models /

by Straumann, Daniel
Published 2005

Estimation of the regression scale after a pre-test for homoscedasticity under linex loss /

by Giles, Judith A. (Judith Anne), 1959-
Published 1992

Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model /

by Giles, Judith A. (Judith Anne), 1959-
Published 1991

The exact powers of some autocorrelation tests when the disturbances are heteroscedastic /

by Small, John P.
Published 1991

Inflation-unemployment choices in New Zealand and the median voter theorem /

by Smyth, David J.
Published 1990

Lp-norm consistencies of nonparametric estimates of regression, heteroskedasticity and variance of regression estimate when distribution of regressor is known /

by Singh, Radhey S.
Published 1991

The power of the Durbin-Watson test when the errors are heteroscedastic /

by Giles, David E. A., 1949-
Published 1990

The power of the Goldfeld-Quandt test when the errors are autocorrelated /

by Small, John P.
Published 1993

Pre-test estimation and testing in econometrics : recent developments /

by Giles, Judith A. (Judith Anne), 1959-
Published 1992

Pre-test estimation in a regression model with a misspecified covariance matrix /

by Albertson, Kevin
Published 1991

Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models /

by Giles, David E. A., 1949-
Published 1990

Testing for ARCH-GARCH errors in a mis-specified regression /

by Giles, David E. A., 1949-
Published 1992