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Browsing by Author Escanciano, J.C. (Juan Carlos)
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Showing results 1 to 7 of 7
Issue Date
Title
Type
Author(s)
2006
A Consistent Diagnostic Test for Regression Models Using Projections.
Articulo
Escanciano, J.C. (Juan Carlos)
2007
Data-Driven Smooth Tests for the Martingale Difference Hypothesis.
Documento de trabajo
Escanciano, J.C. (Juan Carlos)
;
Mayoral, S. (Silvia)
2006
Goodness-of-fit Tests for Linear and Non-linear Time Series Models.
Articulo
Escanciano, J.C. (Juan Carlos)
2006
Joint Diagnostic Tests for Conditional Mean and Variance Specifications.
Documento de trabajo
Escanciano, J.C. (Juan Carlos)
2007
Model Checks Using Residual Marked Empirical Processes.
Articulo
Escanciano, J.C. (Juan Carlos)
2005
On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric.
Documento de trabajo
Escanciano, J.C. (Juan Carlos)
2006
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.
Articulo
Escanciano, J.C. (Juan Carlos)
;
Velasco, C. (Carlos)