Testing for autocorrelation in the autoregressive moving average error model

DOI10.1016/0304-4076(73)90022-5zbMath0294.62126OpenAlexW2054900976MaRDI QIDQ1212774

John M. Fitts

Publication date: 1973

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/33758

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Stochastic analysis (60H99)

Related Items (1)

A new test for residual randomness in a class of dynamic autocorrelated econometric models

Cites Work

• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• A Compendium on Estimation of the Autoregressive Moving Average Model from the Series Data
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