Testing for GARCH effects: A one-sided approach (Q1298438): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for GARCH effects: A one-sided approach |
scientific article |
Statements
Testing for GARCH effects: A one-sided approach (English)
0 references
19 June 2001
0 references
inequality constraints
0 references
likelihood ratio
0 references
Lagrange multiplier
0 references
Wald tests
0 references
