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Search: subject:"locally most powerful tests"
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Latent variable model
2
approximate likelihood
2
correlation tests
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locally most powerful tests
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stochastic volatility tests
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English
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Freeland, Keith
1
Freeland, R.K.
1
Martin, G.M.
1
Martin, Gael
1
McCabe, B.P.M.
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McCabe, Brendan
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Department of Econometrics and Business Statistics, Monash Business School
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Econometric Society
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Econometric Society 2004 Australasian Meetings
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Monash Econometrics and Business Statistics Working Papers
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RePEc
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Testing for Dependence in Non-Gaussian Time Series Data
Freeland, Keith
;
McCabe, Brendan
;
Martin, Gael
-
Econometric Society
-
2004
transferred to the non-Gaussian, possibly discrete, observations.
Locally
most
powerful
tests
for various forms of dependence are …
Persistent link: https://www.econbiz.de/10005342169
Saved in:
2
Testing for Dependence in Non-Gaussian Time Series Data
McCabe, B.P.M.
;
Martin, G.M.
;
Freeland, R.K.
-
Department of Econometrics and Business Statistics, …
-
2004
transferred to the non-Gaussian, possibly discrete, observations.
Locally
most
powerful
tests
for various forms of dependence are …
Persistent link: https://www.econbiz.de/10005149110
Saved in:
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