Testing for a slowly changing level with special reference to stochastic volatility (Q1305654): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Q4368993
@@ Property / cites work: Q4368993 / rank @@
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+Multivariate Stochastic Variance Models
@@ Property / cites work: Multivariate Stochastic Variance Models / rank @@
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+Tests for Deterministic Versus Indeterministic Cycles
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+Testing for a Serially Correlated Component in Regression Disturbances
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+A point optimal test for autoregressive disturbances
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+Q3716079
@@ Property / cites work: Q3716079 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5631939
@@ Property / cites work: Q5631939 / rank @@
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+Testing for Deterministic Linear Trend in Time Series
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+Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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@@ Property / cites work @@
+Q5289009
@@ Property / cites work: Q5289009 / rank @@
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(98)00012-8
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@@ Property / OpenAlex ID @@
+W1989782927
@@ Property / OpenAlex ID: W1989782927 / rank @@
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+Q127356935
@@ Property / Wikidata QID: Q127356935 / rank @@
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