Pages that link to "Item:Q4551769"
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The following pages link to Model selection tests for nonlinear dynamic models (Q4551769):
Displaying 50 items.
- Matrix exponential GARCH (Q278044) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips (Q527963) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Geometry of the log-likelihood ratio statistic in misspecified models (Q630939) (← links)
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Multivariate dynamic model for ordinal outcomes (Q943610) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- Dynamics of Bayesian updating with dependent data and misspecified models (Q1952015) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- A comparison of testing and estimation of firm conduct (Q2126208) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models (Q2259869) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- Duration dependence models for claim counts (Q2384680) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS (Q2812302) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- A Semi-Nonparametric Approach to Model Panel Count Data (Q3007813) (← links)
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Editors' introduction (Q5965815) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
