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A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
A. K. Bera
, M. L. Higgins
Economics
Finance
Agricultural and Consumer Economics
Statistics
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Dive into the research topics of 'A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS'. Together they form a unique fingerprint.
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Keyphrases
Autoregressive Conditional Heteroskedasticity
75%
Conditional Heteroskedasticity
100%
Exchange Rate
25%
Functional Form
25%
Nonlinear Autoregressive
50%
Nonlinearity
75%
Test Power
25%
Testing Procedures
25%
Time Series Model
100%
Mathematics
Alternative Hypothesis
25%
Autoregressive Conditional Heteroskedasticity
75%
Conditionals
100%
Functional Form
25%
Nonlinearity
75%
Testing Procedure
25%
Time Series Model
100%
Economics, Econometrics and Finance
Conditional Heteroskedasticity
100%
Exchange Rate
14%
Nonlinearity
42%
Time Series
100%