Pages that link to "Item:Q115750"
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The following pages link to Diagnostic testing and evaluation of maximum likelihood models (Q115750):
Displaying 50 items.
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- cmtest (Q115751) (← links)
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
- Tests of moment restrictions in parametric duration models (Q1184950) (← links)
- Stochastic modeling of security returns: Evidence from the Helsinki stock exchange (Q1197921) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Lending cycles (Q1377307) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← 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)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- A simple test for a parametric single index model. (Q2468555) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
