Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Feiyu Jiang, Dong Li, Ke Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Jiang, Feiyu ; Li, Dong ; Zhu, Ke |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 306-329
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| Subject: | Adaptive inference | Lagrange multiplier test | Portmanteau test | QMLE | Semiparametric BEKK model | Semiparametric GARCH model | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275393