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

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)245 - 253
Number of pages9
JournalJournal of Business & Economic Statistics
Volume19
Issue number2
Publication statusPublished - 2001

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