An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 106 (2011)
Issue (Month): 495 ()
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- Sant'Anna, Pedro H. C., 2013. "Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy," MPRA Paper 48376, University Library of Munich, Germany.
- Zhu, Ke & Li, Wai-Keung, 2013. "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper 51224, University Library of Munich, Germany.
- Moon, Seongman & Velasco, Carlos, 2013.
"Tests for m-dependence based on sample splitting methods,"
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Elsevier, vol. 173(2), pages 143-159.
- Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Research Institute for Market Economy, Sogang University.
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