Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression
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- E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press.
- Xie, Feng-Chang & Lin, Jin-Guan & Wei, Bo-Cheng, 2009. "Diagnostics for skew-normal nonlinear regression models with AR(1) errors," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4403-4416, October.
- E. Andres Houseman & Brent Coull & Louise Ryan, 2004. "A Functional-Based Distribution Diagnostic for a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1018, Berkeley Electronic Press.
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KeywordsTIME SERIES ; ECONOMIC MODELS ; REGRESSION ANALYSIS;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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