Pages that link to "Item:Q3805715"
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The following pages link to Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (Q3805715):
Displaying 11 items.
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
- Invariance, Nonlinear Models, and Asymptotic Tests (Q3989218) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
- A new class of tests for overidentifying restrictions in moment condition models (Q5860991) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
