Pages that link to "Item:Q2220796"

The following pages link to Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796):

Displaying 9 items.

• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
• A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
• The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata (Q3730912) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)