Pages that link to "Item:Q5091815"
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The following pages link to Specification tests for nonlinear dynamic models (Q5091815):
Displaying 5 items.
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)