Pages that link to "Item:Q2937711"
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The following pages link to HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711):
Displaying 6 items.
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- Large sample tests for a regression model with autoregressive conditional heteroscedastic errors (Q4237849) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- M-estimation and linear hypothesis testing in the ARCH model (Q5296726) (← links)