Pages that link to "Item:Q3709757"
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The following pages link to On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships (Q3709757):
Displayed 12 items.
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? (Q1392156) (← links)
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- The relative power of zero-padding when testing for serial correlation using artificial regressions (Q2365312) (← links)
- Testing autocorrelation in a system perspective testing autocorrelation (Q4935451) (← links)
- The use of dummy variables in consumption models (Q5750319) (← links)