Bibliographical references


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CHESHER y JEWITT, (1984), "Finite Sample Properties of Least Squares Covariance Matrix Estimators", manuscrito.

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DAVIDSON y MacKINNON, (1985), "Heteroskedasticity-Robust Tests in Regression Directions", Working Paper, Department of Economics, Queen's University.

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ENGLE y BOLLERSLEV, (1986), "Modelling the Persistence of Conditional Variances", manuscrito, University of California, San Diego.

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WHITE H. (1985}, "Specification testing in dynamic models", UCSD discussion paper 85-30R.