Pages that link to "Item:Q3989218"

The following pages link to Invariance, Nonlinear Models, and Asymptotic Tests (Q3989218):

Displaying 17 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Nonlinear models, rescaling and test invariance (Q1200018) (← links)
• The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
• Bilinear form test statistics for extremum estimation (Q2295359) (← links)
• BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE (Q4406238) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• Multiple Improvements of Multiple Imputation Likelihood Ratio Tests (Q5089456) (← links)
• Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
• Invariance and the Wald test (Q5952951) (← links)
• A new test for non-linear hypotheses under distributional and local parametric misspecification (Q6553229) (← links)