Pages that link to "Item:Q1043750"
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The following pages link to On nonparametric and semiparametric testing for multivariate linear time series (Q1043750):
Displaying 12 items.
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (Q2920284) (← links)
- Optimal Tests of Noncorrelation Between Multivariate Time Series (Q3632561) (← links)
- Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (Q4687555) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
