Pages that link to "Item:Q811063"

The following pages link to Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063):

Displaying 50 items.

• A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• The impulse response function of the long memory GARCH process (Q1928718) (← links)
• Power comparison among tests for fractional unit roots (Q1934727) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Gaussian linear model selection in a dependent context (Q2233592) (← links)
• \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
• Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
• On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
• GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
• Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
• Statistical inference for time-varying ARCH processes (Q2500447) (← links)
• On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)
• Structural Adaptive Smoothing Procedures (Q2847945) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
• (Q2971501) (← links)
• On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945) (← links)
• CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
• A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
• Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
• A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
• Periodic Long-Memory GARCH Models (Q3615077) (← links)
• LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
• FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
• HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032) (← links)