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scientific article; zbMATH DE number 815749
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scientific article; zbMATH DE number 815749 |
Statements
4 February 1996
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Hildreth-Houck random coefficients
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Lagrange multiplier tests
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small sample power
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return to normally random coefficients
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testing forward pricing models
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testing market models
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varying coefficient regression models
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point optimal tests
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locally most mean powerful tests
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review
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finance
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0.8383220434188843
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0.8202994465827942
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0.8124233484268188
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0.7937440276145935
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0.793641209602356
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