Matches in SemOpenAlex for { <https://semopenalex.org/work/W2094354903> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W2094354903 abstract "Tests of ARCH are a routine diagnostic in empirical econometric and financial analysis. However, it is well known that misspecification of the conditional mean may lead to spurious rejections of the null hypothesis of no ARCH. Nonlinearity is a prime example of this phenomenon. There is little work on the extent of the effect of neglected nonlinearity on the properties of ARCH tests. This paper provides some such evidence and also new ARCH testing procedures that are robust to the presence of neglected nonlinearity. Monte Carlo evidence shows that the problem is serious and that the new methods alleviate this problem to a very large extent." @default.
- W2094354903 created "2016-06-24" @default.
- W2094354903 creator A5061908727 @default.
- W2094354903 creator A5065764571 @default.
- W2094354903 date "2003-01-01" @default.
- W2094354903 modified "2023-09-27" @default.
- W2094354903 title "Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean" @default.
- W2094354903 cites W1533840382 @default.
- W2094354903 cites W1554663460 @default.
- W2094354903 cites W1976557506 @default.
- W2094354903 cites W2010997253 @default.
- W2094354903 cites W2041481523 @default.
- W2094354903 cites W2052028663 @default.
- W2094354903 cites W2054265184 @default.
- W2094354903 cites W2081211075 @default.
- W2094354903 cites W2090270852 @default.
- W2094354903 cites W2103496339 @default.
- W2094354903 cites W2116659784 @default.
- W2094354903 cites W2129712515 @default.
- W2094354903 cites W2149998159 @default.
- W2094354903 cites W2178480648 @default.
- W2094354903 cites W2263098707 @default.
- W2094354903 cites W2496601513 @default.
- W2094354903 cites W2520340496 @default.
- W2094354903 cites W3146803896 @default.
- W2094354903 doi "https://doi.org/10.2139/ssrn.425402" @default.
- W2094354903 hasPublicationYear "2003" @default.
- W2094354903 type Work @default.
- W2094354903 sameAs 2094354903 @default.
- W2094354903 citedByCount "1" @default.
- W2094354903 crossrefType "journal-article" @default.
- W2094354903 hasAuthorship W2094354903A5061908727 @default.
- W2094354903 hasAuthorship W2094354903A5065764571 @default.
- W2094354903 hasConcept C105795698 @default.
- W2094354903 hasConcept C11312509 @default.
- W2094354903 hasConcept C121332964 @default.
- W2094354903 hasConcept C127413603 @default.
- W2094354903 hasConcept C149782125 @default.
- W2094354903 hasConcept C158622935 @default.
- W2094354903 hasConcept C162324750 @default.
- W2094354903 hasConcept C191988596 @default.
- W2094354903 hasConcept C19499675 @default.
- W2094354903 hasConcept C33923547 @default.
- W2094354903 hasConcept C62520636 @default.
- W2094354903 hasConcept C66938386 @default.
- W2094354903 hasConcept C97256817 @default.
- W2094354903 hasConceptScore W2094354903C105795698 @default.
- W2094354903 hasConceptScore W2094354903C11312509 @default.
- W2094354903 hasConceptScore W2094354903C121332964 @default.
- W2094354903 hasConceptScore W2094354903C127413603 @default.
- W2094354903 hasConceptScore W2094354903C149782125 @default.
- W2094354903 hasConceptScore W2094354903C158622935 @default.
- W2094354903 hasConceptScore W2094354903C162324750 @default.
- W2094354903 hasConceptScore W2094354903C191988596 @default.
- W2094354903 hasConceptScore W2094354903C19499675 @default.
- W2094354903 hasConceptScore W2094354903C33923547 @default.
- W2094354903 hasConceptScore W2094354903C62520636 @default.
- W2094354903 hasConceptScore W2094354903C66938386 @default.
- W2094354903 hasConceptScore W2094354903C97256817 @default.
- W2094354903 hasLocation W20943549031 @default.
- W2094354903 hasOpenAccess W2094354903 @default.
- W2094354903 hasPrimaryLocation W20943549031 @default.
- W2094354903 hasRelatedWork W1519393632 @default.
- W2094354903 hasRelatedWork W2053635704 @default.
- W2094354903 hasRelatedWork W2106083405 @default.
- W2094354903 hasRelatedWork W2365144279 @default.
- W2094354903 hasRelatedWork W2884241624 @default.
- W2094354903 hasRelatedWork W3121280150 @default.
- W2094354903 hasRelatedWork W3121332458 @default.
- W2094354903 hasRelatedWork W3123144185 @default.
- W2094354903 hasRelatedWork W3124586044 @default.
- W2094354903 hasRelatedWork W3141510464 @default.
- W2094354903 isParatext "false" @default.
- W2094354903 isRetracted "false" @default.
- W2094354903 magId "2094354903" @default.
- W2094354903 workType "article" @default.