Testing for ARCH in the presence of a possibly misspecified conditional mean

A-Tier
Journal: Journal of Econometrics
Year: 1999
Volume: 93
Issue: 2
Pages: 257-279

Authors (2)

Lumsdaine, Robin L. (not in RePEc) Ng, Serena (Columbia University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:93:y:1999:i:2:p:257-279
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-26