Pages that link to "Item:Q90702"

The following pages link to Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702):

Displaying 22 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• New tests of heteroskedasticity in linear regression model (Q90734) (← links)
• skedastic (Q90775) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
• Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
• Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469) (← links)
• Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)
• Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
• Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)
• Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)