Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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