Pages that link to "Item:Q2936570"
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The following pages link to PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570):
Displaying 10 items.
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
- An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- A new Portmanteau test for predictive regression models with possible embedded endogeneity (Q6636850) (← links)
