Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons (Q5256127): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2075597681 / rank | |||
Normal rank | |||
Latest revision as of 02:45, 20 March 2024
scientific article; zbMATH DE number 6448253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons |
scientific article; zbMATH DE number 6448253 |
Statements
Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons (English)
0 references
22 June 2015
0 references
asymptotic efficiency
0 references
boundary
0 references
chi-bar distribution
0 references
local alternatives
0 references
quasi-maximum likelihood estimation
0 references
score tests
0 references
Wald tests
0 references
