Pages that link to "Item:Q2716439"
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The following pages link to A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS (Q2716439):
Displayed 13 items.
- A nonparametric test for changing trends (Q262832) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
- A new test for heteroscedasticity in single-index models (Q2195886) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
- Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
- A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
- (Q5004036) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)