Pages that link to "Item:Q2716439"

The following pages link to A consistent test for conditional heteroskedasticity in time-series regression models (Q2716439):

Displaying 26 items.

• A nonparametric test for changing trends (Q262832) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Tests for changing mean with monotonic power (Q301955) (← links)
• Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• A nonparametric measure of heteroskedasticity (Q830680) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
• Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
• The effect of conditional heteroskedasticity on common statistical procedures for means and variances (Q1773038) (← links)
• On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• A consistent nonparametric test for causality in quantile (Q2909251) (← links)
• (Q3409059) (← links)
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
• Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• (Q5004036) (← links)
• The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• Testing conditional heteroscedasticity with systematic sampling of time series (Q6115031) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)