Testing for GARCH effects: A one-sided approach (Q1298438)
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scientific article; zbMATH DE number 1326121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for GARCH effects: A one-sided approach |
scientific article; zbMATH DE number 1326121 |
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Testing for GARCH effects: A one-sided approach (English)
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19 June 2001
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inequality constraints
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likelihood ratio
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Lagrange multiplier
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Wald tests
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