Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (Q4237849)
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scientific article; zbMATH DE number 1275313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample tests for a regression model with autoregressive conditional heteroscedastic errors |
scientific article; zbMATH DE number 1275313 |
Statements
Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (English)
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14 December 1999
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Wald test
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limiting distribution
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Rao's score test
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test statistics
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