A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances Author(s): John H. H. Lee and Maxwell L. King Reviewed work(s): Source: Journal of Business & Economic Statistics, Vol. 11, No. 1 (Jan., 1993), pp. 17-27 Published by: American Statistical Association Stable URL: http://www.jstor.org/stable/1391304 . Accessed: 09/02/2012 18:48 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. American Statistical Association is collaborating with JSTOR to digitize, preserve and extend access to Journal of Business & Economic Statistics. http://www.jstor.org