Pages that link to "Item:Q2277722"

The following pages link to On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722):

Displaying 37 items.

• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Tree-structured smooth transition regression models (Q1023576) (← links)
• Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• A diagnostic test without numerical integration (Q1316982) (← links)
• Effective federal individual income tax functions: A specification search (Q1351104) (← links)
• Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
• Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
• Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
• A robust LR test for the GARCH model (Q1927913) (← links)
• A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
• An econometric approach to the estimation of multi-level models (Q2224992) (← links)
• Goodness-of-link tests for multivariate regression models (Q2834733) (← links)
• A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
• FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
• HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• A test of normality using nonparametrlic residuals (Q4211362) (← links)
• Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2) (Q4414346) (← links)
• Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013) (← links)
• AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
• On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
• Things that make us different: analysis of deviance with time-use data (Q5129054) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
• Dynamic Asymmetric Leverage in Stochastic Volatility Models (Q5697355) (← links)
• <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
• Specification and testing of multiplicative time-varying GARCH models with applications (Q5864441) (← links)