Pages that link to "Item:Q5939174"

The following pages link to A consistent test for conditional symmetry in time series models (Q5939174):

Displaying 31 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• Sign tests for long-memory time series (Q265025) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• Testing multivariate distributions in GARCH models (Q291099) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models (Q710856) (← links)
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
• A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
• Nonparametric tests for conditional symmetry (Q1792455) (← links)
• Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
• A simple test for multivariate conditional symmetry (Q1929485) (← links)
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
• A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models (Q2294510) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
• Distribution-Free Runs Test for Conditional Symmetry (Q3017877) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
• A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
• SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL (Q6078284) (← links)