Pages that link to "Item:Q1858912"

The following pages link to Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912):

Displaying 12 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
• Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
• Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)