Pages that link to "Item:Q4025279"
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The following pages link to A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS (Q4025279):
Displaying 8 items.
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
