Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods

DOI10.1023/A:1008666700953zbMath0946.91050MaRDI QIDQ1305811

Chris Brooks

Publication date: 22 September 1999

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo studynonlinearitymodel diagnosticBDS testclose return test

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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