Pages that link to "Item:Q5706648"
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The following pages link to Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648):
Displayed 23 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- (Q5224255) (← links)
- Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)