Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals (Q4673966)
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scientific article; zbMATH DE number 2166711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals |
scientific article; zbMATH DE number 2166711 |
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Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals (English)
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9 May 2005
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ARCH model
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goodness-of-fit tests
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size-power curves
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smooth bootstrap
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squared residuals
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