Pages that link to "Item:Q3160945"
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The following pages link to Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945):
Displaying 11 items.
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Testing for serial correlation in the presence of stochastic volatility (Q1000525) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- A quasi-locally most powerful test for correlation in the conditional variance of positive data (Q2802749) (← links)
- Papers with John (Q3192397) (← links)
- Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests (Q5093195) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)