Pages that link to "Item:Q5706648"

The following pages link to Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (Q5706648):

Displaying 32 items.

• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Specification tests of calibrated option pricing models (Q888333) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• A new approach for testing the randomness of heteroskedastic time series data (Q1000384) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
• Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
• A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (Q4455954) (← links)
• AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
• (Q5224255) (← links)
• Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
• Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)