Robustness of the arch tests in the presence of serial correlation (Q4369369)
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scientific article; zbMATH DE number 1099179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the arch tests in the presence of serial correlation |
scientific article; zbMATH DE number 1099179 |
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Robustness of the arch tests in the presence of serial correlation (English)
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18 December 1997
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Lagrange multiplier test
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locally best score test
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ARMA-ARCH models
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size
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power
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