Distribution-free tests for time series models specification
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References listed on IDEAS
- Lobato I. N., 2001. "Testing That a Dependent Process Is Uncorrelated," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1066-1076, September.
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- repec:taf:jnlbes:v:35:y:2017:i:3:p:349-358 is not listed on IDEAS
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- 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.
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KeywordsOptimal tests Residuals autocorrelation function Specification tests Time series models Dynamic regression model;
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