Pages that link to "Item:Q289191"

The following pages link to An adaptive empirical likelihood test for parametric time series regression models (Q289191):

Displaying 24 items.

• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
• Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
• Reduce computation in profile empirical likelihood method (Q3087599) (← links)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
• An Empirical-Likelihood-Based Multivariate EWMA Control Scheme (Q5299086) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)