Tests against Inequality Constraints When Some Nuisance...

Journal of Business and Economic Statistics 2001 / 04 Vol. 19; Iss. 2

Tests against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models

A. B. M. Rabiul A. Beg, Mervyn J. Silvapulle and Paramsothy Silvapulle
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Volume:
19
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392168
Date:
April, 2001
File:
PDF, 387 KB
english, 2001
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