Pages that link to "Item:Q5321945"
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The following pages link to Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945):
Displaying 14 items.
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models (Q710856) (← links)
- Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- (Q3566121) (← links)
- Testing the Error Components Model with Non-Normal Disturbances (Q3725412) (← links)
- Testing symmetry based on empirical likelihood (Q5036342) (← links)
- Efficient testing and estimation in two Lehmann alternatives to symmetry-at-zero models (Q5499688) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
- Testing symmetry of model errors for non linear multiplicative distortion measurement error models (Q6588673) (← links)
