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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2010%2E08144

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Figure 1. Sample autocontours of bivariate distributions under independence. Notes: Autocontours are presented for the following coveragelevels (%): 1, 5, 10, 20, 30, 40, 50, 60, 70, 80, 90, 95, and 99.
Table 1. Size of the t-statistics
Table 2. Size of the t, Q, and J-statistics
Figure 2. Power of the2t−1 + βht−1.The null hypothesis is εt under the following = √εthtut, where ut ∼ iid N(0,1), ht = ω + αε)DGPs: (1) t-statistics
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