Testing When a Parameter is on the Boundary of the Maintained Hypothesis (Q4531016)

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scientific article; zbMATH DE number 1746833
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Testing When a Parameter is on the Boundary of the Maintained Hypothesis
scientific article; zbMATH DE number 1746833

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    Testing When a Parameter is on the Boundary of the Maintained Hypothesis (English)
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    28 May 2002
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    boundary
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    GARCH model
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    inequality restrictions
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    random coefficients regression
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