Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (Q4237849)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1275313
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
14 December 1999
0 references
Wald test
0 references
limiting distribution
0 references
Rao's score test
0 references
test statistics
0 references
0.8116637468338013
0 references
0.7924169898033142
0 references
0.78882896900177
0 references
