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A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
2 references·1 citing·13 second hop
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (2012)A NONPARAMETRIC GOODNESS-OF-FIT-BASED TES…LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (2006)LOCAL LINEAR FITTING UNDER NE…Testing for structural change in conditional models (2000)Testing for structural change…Specification tests for time-varying coefficient models (2022)Specification tests for time-…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive conditional heteroskedasticity (1986)Semiparametric and Nonparametric ARCH Modeling (2009)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)What is an Oil Shock? (2000)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Forecasting Stock Returns (2013)Trends and random walks in macroeconmic time series (1982)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
this work references cited by second hop

References

  • 2000Testing for structural change in conditional models465 cited
  • 2006LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE41 cited

Cited by

  • 2022Specification tests for time-varying coefficient models13 cited

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