Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression

Robinson, Peter (1991) Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Journal of econometrics, 47 (1). pp. 67-84. ISSN 0304-4076

Full text not available from this repository.

Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1488/

Actions (login required)

Record administration - authorised staff only