Pages that link to "Item:Q1053408"

The following pages link to Model specification tests. A simultaneous approach (Q1053408):

Displaying 27 items.

• A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
• A structured variational learning approach for switching latent factor models (Q636175) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• Testing exclusion restrictions for a misspecified Tobit model (Q1189355) (← links)
• Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
• Should normality be a normal assumption? (Q1316986) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Specification test for a linear regression model with ARCH process (Q1918165) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models (Q2431710) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Simulataneous specicication test in a binary logit (Q3473038) (← links)
• Statistics for image sharpening (Q3525713) (← links)
• The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
• A test of normality using nonparametrlic residuals (Q4211362) (← links)
• NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY (Q4299029) (← links)
• A test of the normality assumption in ordered probit model (Q4355141) (← links)
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (Q4443970) (← links)
• Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
• Validation Of Long-Term Equity return Models For Equity-Linked Guarantees (Q5018735) (← links)
• Tests for the error component model in the presence of local misspecification (Q5931137) (← links)
• Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria (Q5941234) (← links)