Model specification tests. A simultaneous approach
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Cites work
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Cited in
(28)- Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models
- Testing strategies for model specification
- Testing exclusion restrictions for a misspecified Tobit model
- Approximate maximum likelihood estimation in linear regression
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances
- Should normality be a normal assumption?
- Testing for serial correlation in hierarchical linear models
- Misspecification tests and their uses in econometrics
- Specification test for a linear regression model with ARCH process
- Hypothesis testing based on a vector of statistics
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models
- Testing for heteroskedasticity in fixed effects models
- Simulataneous specicication test in a binary logit
- Statistics for image sharpening
- The information matrix test in the linear regression with ARMA errors
- A joint test for serial correlation and heteroscedasticity
- A test of normality using nonparametrlic residuals
- NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
- A test of the normality assumption in ordered probit model
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
- Stochastic filtering methods in electronic trading
- Validation of long-term equity return models for equity-linked guarantees
- Tests for the error component model in the presence of local misspecification
- Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
- A structured variational learning approach for switching latent factor models
- Simplex regression with a flexible logit link: inference and application to cross-country impunity data
- Robust tests for heteroskedasticity in the one-way error components model
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