Nahida Afroz

DBOLR Test for Testing Autoregressive Conditional Heteroscedasticity and Comparative Study with Two Sided Likelihood Ratio (LR) and Lagrange Multiplier (LM) Tests - A Simulation Approach

Nahida Afroz & Hossain Md. Alhelal · Journal of Economics, Management and Trade · 2015

  Many econometric testing problems are potentially either one-sided or partially one-sided because econometric models often come with prior information about the sign of some or all of their unknown parameters. In most cases, time series data suffer from both heteroscedasticity...