Pages that link to "Item:Q918589"
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The following pages link to An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses (Q918589):
Displaying 11 items.
- Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses'' (Q289228) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Indirect inference in structural econometric models (Q530980) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- The pseudo-true score encompassing test for non-nested hypotheses. (Q1858917) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← 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)
