Pages that link to "Item:Q958816"
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The following pages link to Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816):
Displaying 6 items.
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)