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
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|---|---|
| Authors: | Beg, A.B.M.Rabbiul A. ; Silvapulle, Mervyn J. ; Silvapulle, Paramsothy |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 19.2001, 2, p. 245-253
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