A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Consistent model specification tests

1982 • 457 citations

A Unified Approach to Robust, Regression-Based Specification Tests

1990 • 321 citations

Model specification testing of time series regressions

1984 • 93 citations

Asymptotic properties of econometric estimators

1986 • 29 citations