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A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis

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Author Info
Hall, A D
McAleer, Michael

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Abstract

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 7 (1989)
Issue (Month): 1 (January)
Pages: 95-106
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Handle: RePEc:bes:jnlbes:v:7:y:1989:i:1:p:95-106

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  1. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  2. Sneek, K., 1989. "The generation of student's t random variables," Serie Research Memoranda 0080, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  4. A. C. C. Kwan, 2003. "Sample partial autocorrelations and portmanteau tests for randomness," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 605-609, August. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-11-22.


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