Pages that link to "Item:Q278047"

The following pages link to Generalized spectral tests for the martingale difference hypothesis (Q278047):

Displayed 30 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) ‎ (← links)
• Market efficiency of the post communist East European stock markets (Q301211) ‎ (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) ‎ (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) ‎ (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) ‎ (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) ‎ (← links)
• Small sample properties of alternative tests for martingale difference hypothesis (Q631280) ‎ (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) ‎ (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) ‎ (← links)
• Generalized ARMA models with martingale difference errors (Q888346) ‎ (← links)
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) ‎ (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) ‎ (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) ‎ (← links)
• Adaptive market hypothesis and evolving predictability of bitcoin (Q1787572) ‎ (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) ‎ (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) ‎ (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) ‎ (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) ‎ (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) ‎ (← links)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) ‎ (← links)
• A Model Specification Test For GARCH(1,1) Processes (Q3460672) ‎ (← links)
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) ‎ (← links)
• ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) ‎ (← links)
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) ‎ (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) ‎ (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) ‎ (← links)
• Testing for Granger-causality in quantiles (Q5862503) ‎ (← links)
• A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) ‎ (← links)
• Fourier–type tests involving martingale difference processes (Q5864443) ‎ (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) ‎ (← links)