Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (Q2501423)
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English | Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors |
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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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