Pages that link to "Item:Q1695687"
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The following pages link to Testing for nonlinearity in conditional covariances (Q1695687):
Displaying 7 items.
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Testing conditional independence using maximal nonlinear conditional correlation (Q987998) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Testing for co-nonlinearity (Q2687873) (← links)