Pages that link to "Item:Q528143"
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The following pages link to Moment condition tests for heavy tailed time series (Q528143):
Displaying 13 items.
- Testing for (in)finite moments (Q138542) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (Q4416923) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
