Pages that link to "Item:Q860337"
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The following pages link to HAC estimation and strong linearity testing in weak ARMA models (Q860337):
Displaying 14 items.
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
