Hong, Yongmiao; Lee, Jin One-sided testing for ARCH effects using wavelets. (English) Zbl 1017.62078 Econom. Theory 17, No. 6, 1051-1081 (2001). MSC: 62M10 62G08 62G10 62P20 62M15 PDF BibTeX XML Cite \textit{Y. Hong} and \textit{J. Lee}, Econom. Theory 17, No. 6, 1051--1081 (2001; Zbl 1017.62078)
Lee, Jin; Hong, Yongmiao Testing for serial correlation of unknown form using wavelet methods. (English) Zbl 0976.62037 Econom. Theory 17, No. 2, 386-423 (2001). MSC: 62G10 62M15 62M10 42C40 62G07 PDF BibTeX XML Cite \textit{J. Lee} and \textit{Y. Hong}, Econom. Theory 17, No. 2, 386--423 (2001; Zbl 0976.62037) Full Text: DOI