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...

Full description

Bibliographic Details

Main Authors:	R. Pagan, Adrian, Sabau, Hernán
Format:	Online
Language:	English
Editor:	El Colegio de México, A.C. 1992
Subjects:	Lilien y Robins modelo de Engle pruebas de consistencia Lilie and Robins model Engle consistency tests
Online Access:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/307
Journal:	Estudios Económicos