Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods
type: Item
instance of: scholarly article
title: Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods
zbMATH Open document ID: 0946.91050
DOI: 10.1023/A:1008666700953
author: Chris Brooks
published in: Computational Economics
publication date: 1999-09-22T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1343134
zbMATH Keywords: BDS test
zbMATH Keywords: close return test
zbMATH Keywords: model diagnostic
zbMATH Keywords: nonlinearity
zbMATH Keywords: Monte Carlo study
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1343134