Goodness-of-fit tests for multiplicativemodels with dependent data
| Year of publication: |
2007
|
|---|---|
| Authors: | Dette, Holger ; Pardo-Fernandez, Juan Carlos ; van Keilegom, Ingrid |
| Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
| Subject: | Zeitreihenanalyse | Regression | Statistischer Test | ARCH-Modell | Theorie |
| Series: | Technical Report ; 2007,34 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 550482903 [GVK] hdl:10419/25017 [Handle] RePEc:zbw:sfb475:200734 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010298215