A new class of distribution-free tests for time series models specification
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- Velasco Gómez, Carlos & Delgado González, Miguel Ángel, 2007. "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics we078047, Universidad Carlos III de Madrid. Departamento de Economía.
References listed on IDEAS
- Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
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- Escanciano, J. Carlos & Lobato, Ignacio N., 2009. "An automatic Portmanteau test for serial correlation," Journal of Econometrics, Elsevier, vol. 151(2), pages 140-149, August.
More about this item
KeywordsTime series models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-02-28 (All new papers)
- NEP-ECM-2009-02-28 (Econometrics)
- NEP-ETS-2009-02-28 (Econometric Time Series)
- NEP-ORE-2009-02-28 (Operations Research)
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