The following pages link to (Q3999329):
Displayed 36 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Assessing the business values of information technology and e-commerce independently and jointly (Q319687) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Overdispersion tests for truncated Poisson regression models (Q1203094) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Speculative attacks and currency crises: The Mexican experience (Q1367824) (← links)
- Modified Wald test for regression disturbances (Q1389540) (← links)
- Modified Wald tests for non-linear restrictions: A cautionary tale (Q1392152) (← links)
- An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
- Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Practical steps to improve specification testing (Q2086146) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- Maximal invariant likelihood based testing of semi-linear models (Q2457769) (← links)
- Testing the information matrix equality with robust estimators (Q2499099) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- An alternative Wald type test for two linear restrictions with applications to non-linear models (Q3615024) (← links)
- Testing homogeneity over time of a parameter of a markov sequence (Q4337318) (← links)
- Locally optimal one-sided tests for multiparameter hypotheses (Q4355163) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- An improved lagrange multiplier test for heteroskedasticity (Q4861309) (← links)
- The impact of misspecification of nuisance parameters on test for homogeneity in zero-inflated Poisson model: A simulation study (Q5086339) (← links)
- Hypothesis testing when the information matrix is singular (Q5123721) (← links)
- A conditionally heteroskedastic binary choice model for macro-financial time series (Q5222456) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- Regression analysis of variates observed on (0, 1): percentages, proportions and fractions (Q5694517) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
- A misspecification test for beta prime regression models (Q6141677) (← links)