Adaption of two-stage estimation procedure for mean parameters of linear regression models with ARCH errors (Q3535172)
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scientific article; zbMATH DE number 5364101
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| English | Adaption of two-stage estimation procedure for mean parameters of linear regression models with ARCH errors |
scientific article; zbMATH DE number 5364101 |
Statements
10 November 2008
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two-stage estimator
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autoregressive conditional heteroscedasticity
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power of test
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quasi maximum likelihood estimator
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size of test
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0.8170379400253296
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0.7981838583946228
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0.7862840294837952
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