Pages that link to "Item:Q289176"

The following pages link to Nonparametric tests for conditional symmetry in dynamic models (Q289176):

Displaying 21 items.

• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Goodness-of-fit tests in semi-linear models (Q693329) (← links)
• A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models (Q710856) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Nonparametric tests for conditional symmetry (Q1792455) (← links)
• Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
• A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models (Q2294510) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
• CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS (Q2921201) (← links)
• ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
• Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
• (Q5224255) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• Testing conditional symmetry without smoothing (Q5299878) (← links)
• A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
• Testing Conditional Mean Independence Under Symmetry (Q6623213) (← links)
• Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)