A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Liangjun Su; Aman Ullah
| Year of publication: |
2013
|
|---|---|
| Authors: | Su, Liangjun ; Ullah, Aman |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 1, p. 187-212
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009747860