Pages that link to "Item:Q1090051"

The following pages link to ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051):

Displaying 9 items.

• Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
• The Bierens test under data dependence (Q1915460) (← links)
• Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)