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Optimal Parametric and Pseudo-Gaussian Tests for Joint Detection of Random Coefficient Variability and ARCH Effects

Zainab Al Khlanji 1, *, @ , Mohamed Fihri 2, @ , Amal Mellouk 3, @ , Abdelhadi Akharif 4, @

1 : Laboratory of Mathematics and Applications, Faculty of Sciences and Techniques of Tangier, Abdelmalek Essaadi University, Tetouan.

2 : Laboratory of Mathematics, Statistics and Applications, Faculty of Sciences, Mohammed V University in Rabat, Rabat 1014.

3 : Centre Régional des Métiers de l'Education et de la Formation, Tangier.

4 : Laboratory of Mathematics and Applications, Faculty of Sciences and Techniques of Tangier, Abdelmalek Essaadi University, Tetouan.

* : Corresponding author

Subject :	:	Abstract
Topics	:	Probability and Statistics and Stochastic Analysis
Keywords	:	Uniform local asymptotic normality ; Random coefficient regression ; ARCH effects ; Heteroskedasticity ; Pseudo ; Gaussian test.
PDF version	:	PDF version

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