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Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests - MaRDI portal

Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests

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Publication:5093195

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DOI10.1111/j.1368-423X.2012.00379.xMaRDI QIDQ5093195

N. E. Savin, John C. Nankervis

Publication date: 26 July 2022

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

zbMATH Keywords

GARCH ARMA models EGARCH autocorrelation tests non-linear moving average models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES

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