Pages that link to "Item:Q4629272"
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The following pages link to Specification testing in nonparametric AR‐ARCH models (Q4629272):
Displaying 13 items.
- A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- A test of conditional heteroscedasticity in time series (Q1283077) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
