Pages that link to "Item:Q1918165"
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The following pages link to Specification test for a linear regression model with ARCH process (Q1918165):
Displaying 10 items.
- Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
- Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis (Q4033909) (← links)
- Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (Q4237849) (← links)
- Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013) (← links)
- PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- M-estimation and linear hypothesis testing in the ARCH model (Q5296726) (← links)
