A test for linearity in time series with β-ARCH errors is proposed in this paper. The empirical percentage points for tset statistic are also given. The simulating results under normal and non-normal error distributi...A test for linearity in time series with β-ARCH errors is proposed in this paper. The empirical percentage points for tset statistic are also given. The simulating results under normal and non-normal error distributions show that test suggested by us is very展开更多
文摘A test for linearity in time series with β-ARCH errors is proposed in this paper. The empirical percentage points for tset statistic are also given. The simulating results under normal and non-normal error distributions show that test suggested by us is very
