SSRN Electronic Journal · 2021 · 12 citations · 31 references
31
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 21.9K citations
Specification Tests in Econometrics
Jerry A. Hausman · Econometrica · 1978 · 18K citations
Applied Economics, Time Series Econometrics, Instrumental Variable Test +17