Pages that link to "Item:Q5861525"
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The following pages link to A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525):
Displaying 3 items.
- A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
- An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026) (← links)