A new Portmanteau test for predictive regression models with possible embedded endogeneity (Q6636850)

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scientific article; zbMATH DE number 7942723
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A new Portmanteau test for predictive regression models with possible embedded endogeneity
scientific article; zbMATH DE number 7942723

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    A new Portmanteau test for predictive regression models with possible embedded endogeneity (English)
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    12 November 2024
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    embedded endogeneity
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    jackknife empirical likelihood
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    predictive regression model
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    serial correlation
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