Hafner, Christian M and Herwartz, Helmut <br/><br/>
Testing for linear autoregressive dynamics under heteroskedasticity 
 J5045  2000 

 -  2000 
 - 177-197  V.  03  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Heteroskedasticity;Autoregression;Bootstrap;GARCH;Stochastic volatility;