Tests against inequality constraints when some nuisance parameters are present only under the alternative: Test of ARCH

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Original language	English
Pages (from-to)	245 - 253
Number of pages	9
Journal	Journal of Business & Economic Statistics
Volume	19
Issue number	2
Publication status	Published - 2001

Cite this

@article{7b20c27c02ea4cfea1761d9a3a3ab981,

title = "Tests against inequality constraints when some nuisance parameters are present only under the alternative: Test of ARCH",

author = "Beg, {A B M} and Mervyn Silvapulle and Param Silvapulle",

year = "2001",

language = "English",

volume = "19",

pages = "245 -- 253",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "2",

}

TY - JOUR

T1 - Tests against inequality constraints when some nuisance parameters are present only under the alternative: Test of ARCH

AU - Beg, A B M

AU - Silvapulle, Mervyn

AU - Silvapulle, Param

PY - 2001

Y1 - 2001

M3 - Article

VL - 19

SP - 245

EP - 253

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 2

ER -