Pages that link to "Item:Q4345966"
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The following pages link to Testing for conditional heteroscedasticity: some monte carlo results (Q4345966):
Displaying 8 items.
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- Preliminary test of fit in a general class of conditionally heteroscedastic nonlinear time series (Q4912051) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138) (← links)