Pages that link to "Item:Q1427530"

The following pages link to On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530):

Displaying 13 items.

• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
• Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)