Pages that link to "Item:Q5296726"

The following pages link to M-estimation and linear hypothesis testing in the ARCH model (Q5296726):

Displaying 10 items.

• Specification test for a linear regression model with ARCH process (Q1918165) (← links)
• Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
• Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
• A doubly robustified estimating function for ARCH time series models (Q2479693) (← links)
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
• Empirical likelihood estimation for ARCH-M models (Q2860503) (← links)
• A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
• (Q3071651) (← links)
• Statistic inference for a single-index ARCH-M model (Q4638687) (← links)
• Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (Q4677026) (← links)