Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547)
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scientific article; zbMATH DE number 1369425
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| English | Testing for ARCH in the presence of a possibly misspecified conditional mean |
scientific article; zbMATH DE number 1369425 |
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Testing for ARCH in the presence of a possibly misspecified conditional mean (English)
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10 September 2000
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model misspecification
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Lagrange multiplier test
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recursive residuals
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0.8735992908477783
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0.8717344999313354
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0.8501405715942383
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0.8445165753364563
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