Pages that link to "Item:Q4367887"

The following pages link to Diagnostic checking of nonlinear multivariate time series with multivariate arch errors (Q4367887):

Displaying 34 items.

• Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
• A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
• Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
• Testing for identification in SVAR-GARCH models (Q1656455) (← links)
• Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• Improved multivariate portmanteau test (Q2930880) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013) (← links)
• On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
• Analysis of the correlation structure of square time series (Q4677028) (← links)
• Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
• Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
• (Q4986371) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• On testing for causality in variance between two multivariate time series (Q5218935) (← links)
• Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
• A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• New mixed portmanteau tests for time series models (Q6494418) (← links)
• Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (Q6573446) (← links)
• Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
• Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)