Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models

Paul Catani, Niklas Ahlgren

Research output: Book/ReportCommissioned report

Original languageEnglish
Place of PublicationHelsinki
PublisherHanken School of Economics
Number of pages41
ISBN (Electronic)978-952-232-312-5
Publication statusPublished - 2016
MoE publication typeD4 Published development or research report or study

Publication series

NameWorking Papers
PublisherHanken School of Economics
ISSN (Electronic)2242-7082


  • 112 Statistics and probability

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