Pages that link to "Item:Q2691778"
From MaRDI portal
The following pages link to Testing for misspecification in the short-run component of GARCH-type models (Q2691778):
Displaying 5 items.
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)