Pages that link to "Item:Q3580631"

The following pages link to SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631):

Displaying 8 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
• Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses (Q2949874) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)