Pages that link to "Item:Q2175644"
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The following pages link to Goodness-of-fit tests in conditional duration models (Q2175644):
Displaying 8 items.
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Specification diagnostics for duration models. A martingale approach (Q1319000) (← links)
- On the residual autocorrelation of the autoregressive conditional duration model (Q1927300) (← links)
- New characterization-based exponentiality tests for randomly censored data (Q2161023) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)