Pages that link to "Item:Q5475053"
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The following pages link to Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053):
Displaying 20 items.
- A modified residual-based test for serial correlation in linear panel data models (Q403516) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Testing for serial correlation in three-dimensional panel data models (Q523787) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects (Q2226824) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043) (← links)
- Errors-in-variables estimation with wavelets (Q5300753) (← links)
- Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
