Pages that link to "Item:Q3321280"
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The following pages link to DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280):
Displayed 50 items.
- Temporal dependence in asset pricing models (Q1331857) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Testing non-linearities in world stock market prices (Q1676594) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- A new GUI interpretation tool for the nonlinear frequency response function (Q1867786) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- A note on spurious nonlinear regression (Q1934885) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Frequency and severity estimation of cyber attacks using spatial clustering analysis (Q2172027) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- Reprint of: Generalized autoregressive conditional heteroskedasticity (Q2697962) (← links)
- An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
- (Q2971502) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Model validity tests for non-linear signal processing applications (Q3361764) (← links)
- Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
- A statistic to check model adequacy in time series (Q3474137) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
- An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- Modelling the persistence of conditional variances (Q3756387) (← links)
- (Q4212940) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Testing for conditional heteroscedasticity: some monte carlo results (Q4345966) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)