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University of Illinois at Urbana-Champaign

Specification testing of ARCH and nonlinear time-series models

Abstract

dc:description

U of I Only

Degree

thesis:*
Name thesis:degree_name
Ph.D.
Level thesis:degree_level
Dissertation
Discipline thesis:degree_discipline
Economics
Grantor
University of Illinois at Urbana-Champaign
Year dc:date
2011

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Higgins, M.L.

Subjects

dc:subject × 1

Rights

dc:rights
Statement dc:rights
  • Copyright 1989 Higgins, Matthew Lawrence
Language dc:language
eng

Identifiers

dc:identifier.*
Identifier
AAI9010883
(UMI)AAI9010883
OAI identifier oai:identifier
oai:www.ideals.illinois.edu:2142/22762

Chain of custody

source
Harvested from
University of Illinois - Urbana-Champaign
Base URL
www.ideals.illinois.edu/oai-pmh
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Higgins, M.L.. Specification testing of ARCH and nonlinear time-series models. Dissertation thesis, University of Illinois at Urbana-Champaign, 2011. http://hdl.handle.net/2142/22762