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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Detalhes bibliográficos

Autores principales:	R. Pagan, Adrian, Sabau, Hernán
Formato:	Online
Idioma:	inglês
Editor:	El Colegio de México, A.C. 1992
Assuntos:	Lilien y Robins modelo de Engle pruebas de consistencia Lilie and Robins model Engle consistency tests
Acesso em linha:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/307
Recursos:	Estudios Económicos