Pages that link to "Item:Q1927913"
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The following pages link to A robust LR test for the GARCH model (Q1927913):
Displaying 14 items.
- The Laplace likelihood ratio test for heteroscedasticity (Q554788) (← links)
- A Lagrange multiplier test for GARCH models (Q1184755) (← links)
- Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality (Q1391048) (← links)
- Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
