Pages that link to "Item:Q4860431"

The following pages link to A test for the presence of conditional heteroskedasticity within arch-m framework (Q4860431):

Displaying 10 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
• Rao's score test in spatial econometrics (Q5943797) (← links)