Pages that link to "Item:Q4033909"
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The following pages link to Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis (Q4033909):
Displaying 4 items.
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
- The Information Matrix Test for the Linear Model (Q3799533) (← links)