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Search: subject:"Goodness-Of-Fit"
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London School of Economics (LSE)
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On determination of cointegration ranks
Li, Qiaoling
;
Pan, Jiazhu
;
Yao, Qiwei
-
London School of Economics (LSE)
-
2009
the cointegration rank, together with the lag order, is determined by a penalized
goodness-of-fit
measure. We have shown …
Persistent link: https://www.econbiz.de/10010746018
Saved in:
2
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
Chen, Xiaohong
;
Fan, Yanqin
;
Patton, Andrew J.
-
London School of Economics (LSE)
-
2004
paper we develop two simple
goodness-of-fit
tests for such models. We use these tests to determine whether the multivariate …
Persistent link: https://www.econbiz.de/10010746302
Saved in:
3
Functional-coefficient regression models for nonlinear time series
Cai, Zongwu
;
Fan, Jianqing
;
Yao, Qiwei
-
London School of Economics (LSE)
-
2000
forecasting performance. Also proposed are a new bootstrap test for the
goodness
of
fit
of models and a bandwidth selector based …
Persistent link: https://www.econbiz.de/10011126715
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