Now showing items 1-2 of 2

    Issue DateTitleAuthor(s)
    1 April 2009First-order asymptotic theory for parametric misspecification tests of Garch models  Halunga, Andreea G.; Orme, Chris D.
    16 August 2011A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models  Halunga, Andreea G.; Orme, Chris D.; Yamagata, Takashi