The effects of outliers on two nonlinearity tests (Q4784252): Difference between revisions

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Revision as of 20:51, 19 March 2024

scientific article; zbMATH DE number 1843613
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English
The effects of outliers on two nonlinearity tests
scientific article; zbMATH DE number 1843613

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    The effects of outliers on two nonlinearity tests (English)
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    26 March 2003
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    ARCH
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    GARCH
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    bilinearity
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    tables
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    Lagrange multiplier tests
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