Pruebas de consistencia para modelos heteroscedásticos y de riesgo

This paper considers a class of consistency tests for the specification of heteroskedastic and risk models. The tests are related to other procedures such as the conditional moment tests of Newey and Tauchen, Hausman's tests, White's tests, the variable addition Lagrange multiplier tests o...

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Détails bibliographiques

Auteurs principaux:	R. Pagan, Adrian, Sabau, Hernán
Format:	Online
Langue:	anglais
Éditeur:	El Colegio de México, A.C. 1992
Sujets:	Lilien y Robins modelo de Engle pruebas de consistencia Lilie and Robins model Engle consistency tests
Accès en ligne:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/307
Institution:	Estudios Económicos