The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
type: Item
instance of: scholarly article
title: The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
author: Efthymios G. Pavlidis
author: Mike G. Tsionas
publication date: 2023-03-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7669590
zbMATH Keywords: ARCH
zbMATH Keywords: linearity tests
zbMATH Keywords: smooth transition models
zbMATH Keywords: spurious inference
MaRDI profile type: MaRDI publication profile
full work available at URL: snde-2016-0055
OpenAlex ID: W2626712720
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DOI: 10.1515/SNDE-2016-0055
published in: Studies in Nonlinear Dynamics & Econometrics
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description: scientific article; zbMATH DE number 7669590