Selecting the order of an ARCH model (Q1927498): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2003.05.003
@@ Property / DOI: 10.1016/j.econlet.2003.05.003 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2003.05.003
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@@ Property / OpenAlex ID @@
+W2018418957
@@ Property / OpenAlex ID: W2018418957 / rank @@
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@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Testing for GARCH effects: A one-sided approach
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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+Comments on testing economic theories and the use of model selection criteria
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+Probability Integrals of Multivariate Normal and Multivariate $t^1$
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+Model selection using AIC in the presence of one-sided information
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+A multivariate analogue of the one-sided test
@@ Property / cites work: A multivariate analogue of the one-sided test / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2003.05.003
@@ Property / DOI: 10.1016/J.ECONLET.2003.05.003 / rank @@
+Normal rank