Testing constraints and misspecification in VAR-ARCH models

Wolfgang Polasek, Shuangzhe Liu

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Original languageEnglish
    Title of host publicationData Analysis, Classification, and Related Methods
    EditorsKiers, H.A.L., Rasson, J-P., Groengen, P.J.F., Sha
    Place of PublicationBelgium
    PublisherSpringer
    Pages261 - 266
    Volume1
    Editionfirst
    ISBN (Print)3540675213
    Publication statusPublished - 2000

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