Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
From MaRDI portal
Publication:5754963
Recommendations
- Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models
- Nonparametric model checks for time series
- A goodness-of-fit test for ARCH() models
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
Cited in
(54)- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Testing the martingale difference hypothesis using integrated regression functions
- Specification tests for the propensity score
- Model checks for nonlinear cointegrating regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- A goodness-of-fit test for Poisson count processes
- Empirical likelihood based testing for regression
- A test for the geometric distribution based on linear regression of order statistics
- Model assessment for time series dynamics using copula spectral densities: a graphical tool
- Goodness-of-fit testing for time series models via distance covariance
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models
- Marked empirical processes for non-stationary time series
- Model checks of higher order time series
- On goodness of fit for time series regression models
- A consistent bootstrap test for conditional density functions with time-series data
- A goodness-of-fit test for ARCH() models
- Joint and marginal specification tests for conditional mean and variance models
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary \alpha-mixing error terms
- Goodness-of-fit tests for multiplicative models with dependent data
- Stationarity testing under nonlinear models. Some asymptotic results
- Distribution-free specification tests for dynamic linear models
- A model specification test for GARCH(1,1) processes
- On the lack of power of omnibus specification tests
- Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
- An updated review of goodness-of-fit tests for regression models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- A bootstrapped spectral test for adequacy in weak ARMA models
- On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes
- New HSIC-based tests for independence between two stationary multivariate time series
- A robust test for serial correlation in panel data models
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
- Model checks using residual marked empirical processes
- Testing for Granger-causality in quantiles
- Extremal Dependence-Based Specification Testing of Time Series
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
- Testing the impacts on inefficiency in a semiparametric stochastic frontier model
- Specification tests for generalised propensity scores using double projections
- Unified specification tests in partially linear time series models
- Model Checking in Partially Linear Spatial Autoregressive Models
- Multiplier bootstrap specification tests for conditional variance functions in heteroskedastic regression models
- The Bierens test for certain nonstationary models
- Specification tests of parametric dynamic conditional quantiles
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- New goodness-of-fit tests for the error distribution of autoregressive time-series models
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
This page was built for publication: Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5754963)
