Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (Q2501423)
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scientific article; zbMATH DE number 5052121
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| English | Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors |
scientific article; zbMATH DE number 5052121 |
Statements
Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (English)
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11 September 2006
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local power
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nonlinear model
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score test
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asymptotic approximation
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0.9157885909080504
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0.7663249373435974
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0.763116717338562
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0.7627881169319153
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0.7558357119560242
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