An Improved Generalized Spectral Test for Conditional Mean Models in Time Series with Conditional Heteroskedasticity of Unknown Form

• 期刊名称Econometric Theory
• 作者Yongmiao Hong and Yoon-Jin Lee
• 卷第23卷
• 期第1期
• 印刷ISSN0266-4666
• 电子ISSN1469-4360
• 文件大小3956.34KB
• 发表时间2007-02
• DOI10.2307/4126569
• 页码106-154