Pages that link to "Item:Q3928893"
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The following pages link to Some Tests of Dynamic Specification for a Single Equation (Q3928893):
Displayed 17 items.
- Structural attribution of observed volatility clustering (Q291841) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- On Wald tests for globally and locally quadratic restrictions (Q1185203) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- CONDITIONING IN DYNAMIC MODELS (Q3677034) (← links)
- Computing Wald criteria for nested hypotheses (Q3814627) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
- Invariance and the Wald test (Q5952951) (← links)