SMALL-SAMPLE PROPERTIES OF ARCH ESTIMATORS AND TESTS

[1] REGRESSION-ANALYSIS WHEN VARIANCE OF DEPENDENT VARIABLE IS PROPORTIONAL TO SQUARE OF ITS EXPECTATION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (344) : 928 - 934

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] BREUSCH TS, 1978, ECONOMETRICA, V46, P1287

[5] CAMPOS J, 1980, UNPUB FORM RESPONSE

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] Cox D. R., 1989, BIOMETRICS, V32, DOI DOI 10.2307/2531476

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[1] REGRESSION-ANALYSIS WHEN VARIANCE OF DEPENDENT VARIABLE IS PROPORTIONAL TO SQUARE OF ITS EXPECTATION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (344) : 928 - 934

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] BREUSCH TS, 1978, ECONOMETRICA, V46, P1287

[5] CAMPOS J, 1980, UNPUB FORM RESPONSE

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] Cox D. R., 1989, BIOMETRICS, V32, DOI DOI 10.2307/2531476

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409