Pages that link to "Item:Q5754963"
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The following pages link to Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models (Q5754963):
Displayed 31 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← 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)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- A test for the geometric distribution based on linear regression of order statistics (Q1998595) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- (Q4986371) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)