Pages that link to "Item:Q4025279"

The following pages link to A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS (Q4025279):

Displaying 15 items.

• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
• A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• Specification test for a linear regression model with ARCH process (Q1918165) (← links)
• Testing for conditional heteroscedasticity: some monte carlo results (Q4345966) (← links)
• ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
• On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
• A test for the presence of conditional heteroskedasticity within arch-m framework (Q4860431) (← links)
• On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
• Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
• Rao's score test in spatial econometrics (Q5943797) (← links)