The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach |
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The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (English)
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30 March 2023
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ARCH
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linearity tests
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smooth transition models
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spurious inference
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