Ratio tests under limiting normality
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Publication:5860944
DOI10.1080/07474938.2018.1427296zbMath1490.62248OpenAlexW3121589401MaRDI QIDQ5860944
Mehdi Hosseinkouchack, Uwe Hassler
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2018.1427296
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)
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