Testing for ARCH in the presence of a possibly misspecified conditional mean

Robin L. Lumsdaine and Serena Ng ()

Journal of Econometrics, 1999, vol. 93, issue 2, 257-279

Date: 1999
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Working Paper: Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:93:y:1999:i:2:p:257-279

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