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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Testing for ARCH in ARCH-in-mean model
Beg, A. B. M. Rabiul Alam - 1997
Persistent link: https://www.econbiz.de/10000985366
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Tests against inequality constraints when some nuisance parameters are present only under the alternative : test of ARCH in ARCH-M models
Beg, A. B. M. Rabiul A.; Silvapulle, Mervyn J.; … - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 245-253
Persistent link: https://www.econbiz.de/10001568823
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000142833
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Sriananthakumar, Sivagowry - In: Econometric reviews 38 (2019) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10012181311
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A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry; King, Maxwell L. - In: Journal of econometrics 130 (2006) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003228627