Pages that link to "Item:Q2277722"

The following pages link to On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722):

Displayed 16 items.

• A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883) ‎ (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) ‎ (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) ‎ (← links)
• A diagnostic test without numerical integration (Q1316982) ‎ (← links)
• Effective federal individual income tax functions: A specification search (Q1351104) ‎ (← links)
• Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) ‎ (← links)
• Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) ‎ (← links)
• Evaluating GARCH models. (Q1858977) ‎ (← links)
• On the power of tests for superexogeneity and structural invariance (Q1915468) ‎ (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) ‎ (← links)
• A test of normality using nonparametrlic residuals (Q4211362) ‎ (← links)
• Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999) ‎ (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2) (Q4414346) ‎ (← links)
• Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013) ‎ (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) ‎ (← links)
• Dynamic Asymmetric Leverage in Stochastic Volatility Models (Q5697355) ‎ (← links)