%0 Journal Article %1 Lumsdaine1999 %A Lumsdaine, Robin L. %A Ng, Serena %D 1999 %J Journal of Econometrics %K Lagrange multiplier test %N 2 %P 257--279 %T Testing for ARCH in the presence of a possibly misspecified conditional mean %U http://www.sciencedirect.com/science/article/B6VC0-3XCFNPR-3/2/d37cb6ec251b84310352c65da9a85ce0 %V 93

@article{Lumsdaine1999, added-at = {2008-04-21T22:02:42.000+0200}, author = {Lumsdaine, Robin L. and Ng, Serena}, biburl = {https://www.bibsonomy.org/bibtex/209eab50f72f645f1c22812b7de0886c8/smicha}, description = {Journal of Econometrics}, interhash = {484674ed4941e8bc1a99f1d80140b2cc}, intrahash = {09eab50f72f645f1c22812b7de0886c8}, journal = {Journal of Econometrics}, keywords = {Lagrange multiplier test}, month = Dec, number = 2, pages = {257--279}, timestamp = {2008-04-21T22:05:11.000+0200}, title = {Testing for ARCH in the presence of a possibly misspecified conditional mean}, url = {http://www.sciencedirect.com/science/article/B6VC0-3XCFNPR-3/2/d37cb6ec251b84310352c65da9a85ce0}, volume = 93, year = 1999 }