Pages that link to "Item:Q1285811"
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The following pages link to A comparison of the power of some tests for conditional heteroscedasticity (Q1285811):
Displayed 6 items.
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- A radial basis function artificial neural network test for ARCH (Q1583167) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power (Q4540843) (← links)