AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM

Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form

Hong, Yongmiao, (2005)

An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form

Hong, Yongmiao, (2007)

Detecting Misspecifications in Autoregressive Conditional Duration Models

Hong, Yongmiao, (2007)