Pages that link to "Item:Q3321280"
From MaRDI portal
The following pages link to DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280):
Displayed 50 items.
- Spurious regression (Q609686) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (Q959305) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- Nonlinearity tests for bilinear systems (Q1196872) (← links)
- Stochastic modeling of security returns: Evidence from the Helsinki stock exchange (Q1197921) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Temporal dependence in asset pricing models (Q1331857) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- A new GUI interpretation tool for the nonlinear frequency response function (Q1867786) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Model validity tests for non-linear signal processing applications (Q3361764) (← links)
- Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
- A statistic to check model adequacy in time series (Q3474137) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
- An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- Modelling the persistence of conditional variances (Q3756387) (← links)
- (Q4212940) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Testing for conditional heteroscedasticity: some monte carlo results (Q4345966) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
- (Q4944203) (← links)