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Higher - order residual analysis for AR - ARCH models with the TR test

By: Belaire Franch, Jorge.
Contributor(s): Contreras Bayarri, Dulce.
Material type: TextTextSeries: Universidad de Valencia documentos de trabajo; DT 99-06.Publisher: Valencia Universidad; Departamento de Análisis Económico 1999Description: 9 p. tabl. 22 cm.Subject(s): MODELO ARCH | ANALISIS DE SERIES TEMPORALES
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C 1683-29025 (Browse shelf) Available Universidad de Valencia documentos de trabajo C 1683-29025

Resumen; bibliografía; conclusiones

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