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Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
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2
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Escanciano, J. Carlos
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
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3
Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
134
(
2006
)
1
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pp. 151-185
Persistent link: https://www.econbiz.de/10003368420
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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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5
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-150
Persistent link: https://www.econbiz.de/10008899324
Saved in:
6
Joint and marginal specification tests for conditional mean and variance models
Carlos Escanciano, J.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10007899830
Saved in:
7
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Carlos Escanciano, J.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10007859774
Saved in:
8
Joint and marginal specification tests for conditional mean and variance models
Carlos Escanciano, J.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-88
Persistent link: https://www.econbiz.de/10008881149
Saved in:
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