Pages that link to "Item:Q3460672"
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The following pages link to A Model Specification Test For GARCH(1,1) Processes (Q3460672):
Displaying 20 items.
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← 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)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)