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Autocontours : dynamic specification testing

González-Rivera, Gloria; Senyuz, Zeynep; Yoldas, Emre - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 186-200

Persistent link: https://www.econbiz.de/10009159087

Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"

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Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns

González-Rivera, Gloria; Arroyo, Javier - In: International journal of forecasting 28 (2012) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10009580813

Generalized autocontours : evaluation of multivariate density models

González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 31 (2015) 3, pp. 799-814

Persistent link: https://www.econbiz.de/10011474574

Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle

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Semiparametric ARCH models

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Forecasting with interval and histogram data : some financial applications

Arroyo, Javier; González-Rivera, Gloria; Maté, Carlos - In: Handbook of empirical economics and finance, (pp. 247-279). 2011

Persistent link: https://www.econbiz.de/10009130129

Autocontours : Dynamic Specification Testing

González-Rivera, Gloria; Senyuz, Zeynep; Yoldas, Emre - 2011

We propose a new battery of dynamic specification tests for the joint hypothesis of iid-ness and density function based on the fundamental properties of independent random variables with identical distributions. We introduce a device — the autocontour — whose shape is very sensitive to...

Persistent link: https://www.econbiz.de/10014175449