Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models.
| Year of publication: |
2001
|
|---|---|
| Authors: | Beg, A B M Rabiul A ; Silvapulle, Mervyn J ; Silvapulle, Paramsothy |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 19.2001, 2, p. 245-53
|
| Publisher: |
American Statistical Association |