Pages that link to "Item:Q5958422"
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The following pages link to Bootstrap tests for autocorrelation. (Q5958422):
Displaying 5 items.
- Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← links)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model (Q4462531) (← links)