Robustness of the arch tests in the presence of serial correlation (Q4369369)
From MaRDI portal
scientific article; zbMATH DE number 1099179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the arch tests in the presence of serial correlation |
scientific article; zbMATH DE number 1099179 |
Statements
Robustness of the arch tests in the presence of serial correlation (English)
0 references
18 December 1997
0 references
Lagrange multiplier test
0 references
locally best score test
0 references
ARMA-ARCH models
0 references
size
0 references
power
0 references
0 references
