Testing Serial Correlation in Semiparametric Time Series Models
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- Li, D. & Stengos, T., 1999. "Testing Serial Correlation in Semiparametric Time Series Model," Working Papers 1999-4, University of Guelph, Department of Economics and Finance.
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More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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