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Search: subject:"nuisance-parameter free property"
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QML estimator
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BDS Test
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Monte Carlo Analysis
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Nuisance-Parameter Free Property
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Consistency
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GARCH(1,1) Model
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1) Model
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ARCH-Modell
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BDS test
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nuisance-parameter free property
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Caporale, GM
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Caporale, Guglielmo Maria
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Ntantamis, C
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Ntantamis, Christos
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Pantelidis, T
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Pantelidis, Theologos
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Pittis, Nikitas
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
, Econometric Reviews, 15, 237-259) for the
nuisance-parameter
free
property
to hold, and address the issue of their necessity …
Persistent link: https://www.econbiz.de/10010293730
Saved in:
2
The BDS test as a test for the adequacy of a GARCH(1,1) specification: a Monte Carlo study
Caporale, GM
;
Ntantamis, C
;
Pantelidis, T
;
Pittis, N
-
2004
derived by De Lima (1996, Econometric Reviews, 15, 237-259) for the
nuisance-parameter
free
property
to hold, and address the …
Persistent link: https://www.econbiz.de/10009481433
Saved in:
3
The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study
Caporale, GM
;
Ntantamis, C
;
Pantelidis, T
;
Pittis, N
-
2004
derived by De Lima (1996, Econometric Reviews,15, 237-259) for the
nuisance-parameter
free
property
to hold, and address the …
Persistent link: https://www.econbiz.de/10009481460
Saved in:
4
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
Department of Economics and Finance Research and …
-
2004
, Econometric Reviews, 15, 237-259) for the
nuisance-parameter
free
property
to hold, and address the issue of their necessity …
Persistent link: https://www.econbiz.de/10005764201
Saved in:
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