Pages that link to "Item:Q4384999"
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The following pages link to Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999):
Displaying 9 items.
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- The effect of serial correlation on tests for parameter change at unknown time (Q2366758) (← links)
- Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- Trend Function Hypothesis Testing in the Presence of Serial Correlation (Q4530905) (← links)
- Dynamic Asymmetric Leverage in Stochastic Volatility Models (Q5697355) (← links)