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Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Escanciano, J. Carlos - In: Econometric theory 26 (2010) 3, pp. 744-773
Persistent link: https://www.econbiz.de/10003992428
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On the lack of power of omnibus specification tests
Escanciano, J. Carlos - In: Econometric theory 25 (2009) 1, pp. 162-194
Persistent link: https://www.econbiz.de/10003816221
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A consistent diagnostic test for regression models using projections
Escanciano, J. Carlos - In: Econometric theory 22 (2006) 6, pp. 1030-1051
Persistent link: https://www.econbiz.de/10003396934
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ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS
Escanciano, J. Carlos - In: Econometric theory 26 (2010) 3, pp. 744-774
Persistent link: https://www.econbiz.de/10008415357