Pages that link to "Item:Q1300636"
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The following pages link to The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636):
Displayed 6 items.
- Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (Q1978761) (← links)
- A modified BDS test (Q2006745) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← links)
- NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH (Q2843377) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral (Q5697353) (← links)
