The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach |
scientific article |
Statements
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (English)
0 references
30 March 2023
0 references
ARCH
0 references
linearity tests
0 references
smooth transition models
0 references
spurious inference
0 references
0 references
0 references
0 references
0 references
