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A Nonparametric Goodness-of-Fit-Based Test for Conditional Hetroskedasticity

Montreal Econometrics Seminar 2011-2012
joint with departments of economics of the universities of de Montréal, du Québec à Montréal, Concordia et McGill and with CIRANO

room #178 (McGill Univ., 1001 Sherbrooke Ouest, Samuel Bronfman Building)

Organizers :
Benoit Perron (514-343-2126)
Victoria Zinde-Walsh (514-398-4834)

View paper

 

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