Pages that link to "Item:Q5457950"

The following pages link to Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950):

Displaying 9 items.

• International market links and volatility transmission (Q528027) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
• The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• (Q3736721) (← links)
• Nonparametric Specification Testing of Conditional Asset Pricing Models (Q6620966) (← links)