An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
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- Pedro H. C. Sant’Anna, 2017.
"Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy,"
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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.
- Carlos Velasco & Xuexin Wang, 2015. "A Joint Portmanteau Test For Conditional Mean And Variance Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 39-60, January.
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"A bootstrapped spectral test for adequacy in weak ARMA models,"
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- Moon, Seongman & Velasco, Carlos, 2013.
"Tests for m-dependence based on sample splitting methods,"
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- Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Research Institute for Market Economy, Sogang University.
- repec:tsj:stataj:v:17:y:2017:i:4:p:901-915 is not listed on IDEAS
- Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017.
"Automatic portmanteau tests with applications to market risk management,"
StataCorp LP, vol. 17(4), pages 901-915, December.
- Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," Caepr Working Papers 2017-002 Classification-C, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
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