Pages that link to "Item:Q5199498"
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The following pages link to SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498):
Displaying 6 items.
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Semiparametric Estimation of Risk–Return Relationships (Q6616596) (← links)
