Conditional and unconditional correlatedness and heteroskedasticity

Citation:

Anatolyev, Stanislav (2001) "Conditional and unconditional correlatedness and heteroskedasticity", Econometric Theory, Vol. 17, No. 3, Problem 01.3.2, p. 669

Anatolyev, Stanislav (2002) "Conditional and unconditional correlatedness and heteroskedasticity", Econometric Theory, Vol. 18, No. 3, Solution 01.3.2, pp. 820821

Link to paper online:

Econometric Theory, 17:3

Econometric Theory, 18:3

Problem and solution in accepted version:

ProblemSC.pdf

Cited by:

Liangjun Su and Aman Ullah (2009) "Testing Conditional Uncorrelatedness", Journal of Business and Economic Statistics, Vol. 27, No. 1, pp. 1829.