Pages that link to "Item:Q1808547"

The following pages link to Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547):

Displaying 24 items.

• Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Missing mean does no harm to volatility! (Q529817) (← links)
• The Laplace likelihood ratio test for heteroscedasticity (Q554788) (← links)
• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Specification test for a linear regression model with ARCH process (Q1918165) (← links)
• Sovereign risk contagion in the Eurozone (Q1925847) (← links)
• Moments of Markov switching models (Q1973430) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
• Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity (Q3497819) (← links)
• Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
• Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis (Q4033909) (← links)
• Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2) (Q4414346) (← links)
• (Q4807275) (← links)