A Score Test Against One-Sided Alternatives (Q4836997)
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scientific article; zbMATH DE number 766681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Score Test Against One-Sided Alternatives |
scientific article; zbMATH DE number 766681 |
Statements
21 August 1995
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autoregressive conditional heteroscedasticity model
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Lagrange multiplier test
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ordered alternatives
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one-sided hypotheses
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nuisance parameters
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likelihood ratio statistic
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score tests
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two-sided alternatives
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estimating function
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ARCH model
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A Score Test Against One-Sided Alternatives (English)
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0.8566396
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0.8474989
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0.83139163
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0.8222126
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0.81462866
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