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  • Search: subject:"Residual-based statistic"
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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Estimation theory 1 Model checking 1 Multivariate GARCH model 1 Residual-based statistic 1 Schätztheorie 1 Statistical theory 1 Statistische Methodenlehre 1 Time series analysis 1 Transformed quadratic residuals 1 Zeitreihenanalyse 1 degrees of freedom 1 goodness of fit 1 residual-based statistic 1 residuals 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Foldnes, Njål 1 Foss, Tron 1 Jia, Jing 1 Ke, Rui 1 Olsson, Ulf Henning 1 Tan, Changchun 1
Published in...
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Economics letters 1 Journal of Educational and Behavioral Statistics 1
Source
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ECONIS (ZBW) 1 RePEc 1
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A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui; Jia, Jing; Tan, Changchun - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
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Residuals and the Residual-Based Statistic for Testing Goodness of Fit of Structural Equation Models
Foldnes, Njål; Foss, Tron; Olsson, Ulf Henning - In: Journal of Educational and Behavioral Statistics 37 (2012) 3, pp. 367-386
The residuals obtained from fitting a structural equation model are crucial ingredients in obtaining chi-square goodness-of-fit statistics for the model. The authors present a didactic discussion of the residuals, obtaining a geometrical interpretation by recognizing the residuals as the result...
Persistent link: https://www.econbiz.de/10011147498
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