Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean

Research output: Contribution to journalArticleAcademicpeer-review

35 Citations (Scopus)
Original languageEnglish
Pages (from-to)257-279
Number of pages23
JournalJournal of Econometrics
Volume93
Issue number2
DOIs
Publication statusPublished - 1999
Externally publishedYes

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