Pages that link to "Item:Q291103"
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The following pages link to Joint and marginal specification tests for conditional mean and variance models (Q291103):
Displaying 8 items.
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
