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Information matrix test parameter heterogeneity and arch a synthesis
Anil K. Bera
, Sangkyu Lee
Economics
Finance
Agricultural and Consumer Economics
Statistics
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Keyphrases
Autocorrelated Errors
50%
Autoregressive Conditional Heteroskedasticity
100%
Conditional Heteroskedasticity
50%
Information Matrix
50%
Information Matrix Test
100%
Lagrange multiplier Test
50%
Linear Regression Model
50%
One-component
50%
Parameter Heterogeneity
100%
Parameter Variation
50%
Skewness
50%
Mathematics
Conditionals
100%
Correlated Error
25%
Information Matrix
100%
Lagrange Multiplier Test
25%
Linear Regression Model
25%
Parameter Variation
25%
Skewness
25%
Economics, Econometrics and Finance
Conditional Heteroskedasticity
100%
Skewness
33%
Agricultural and Biological Sciences
Automobiles
33%
Heteroskedasticity
100%
Medicine and Dentistry
Linear Regression Analysis
100%