Pages that link to "Item:Q5091815"
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The following pages link to Specification tests for nonlinear dynamic models (Q5091815):
Displaying 18 items.
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (Q1978761) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Modelling and testing for market volatility (Q4304473) (← links)
- Misspecification tests based on quantile residuals (Q5093190) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)
- Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
