Testing when a parameter is on the boundary of the maintained hypothesis
by Donald W. K. Andrews
| Year of publication: |
2001
|
|---|---|
| Authors: | Andrews, Donald W. K. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 69.2001, 3, p. 683-734
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| Subject: | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Zufallsvariable | Random variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
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