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~isPartOf:"Reihe Ökonomie"
~person:"Caporale, Guglielmo Maria"
~person:"Derks, Scott"
~person:"Lee, Sokbae"
~subject:"Statistischer Test"
~subject:"United States"
~type:"book"
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Statistischer Test
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Caporale, Guglielmo Maria
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ECONIS (ZBW)
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Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
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2004
Persistent link: https://www.econbiz.de/10002068644
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The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
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2004
Persistent link: https://www.econbiz.de/10002068650
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