Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
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- Pedro H. C. Sant’Anna, 2017.
"Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 349-358, July.
- 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, 2015.
"A bootstrapped spectral test for adequacy in weak ARMA models,"
Journal of Econometrics, Elsevier, vol. 187(1), pages 113-130.
- Zhu, Ke & Li, Wai-Keung, 2013. "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper 51224, University Library of Munich, Germany.
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