Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regressionPeter M. Robinson1991-01-01articleJournal of Econometrics440 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingAdvanced Statistical Methods and ModelsSpatial and Panel Data AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 440 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1986Asymptotic Theory for ARCH Models: Estimation and TestingCited by2000Alternative Variance-Ratio Tests Using Ranks and Signs2010Modelling Nonlinear Economic Time Series1999Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon2006Chapter 15 Volatility and Correlation Forecasting2008Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes2002Rescaled variance and related tests for long memory in volatility and levels2011Modelling and Forecasting Multivariate Realized Volatility