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Tests against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models
✍ Scribed by A. B. M. Rabiul A. Beg, Mervyn J. Silvapulle and Paramsothy Silvapulle
- Book ID
- 124714382
- Publisher
- American Statistical Association
- Year
- 2001
- Tongue
- English
- Weight
- 387 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0735-0015
- DOI
- 10.2307/1392168
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