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~person:"Du, Zaichao"
~person:"Lobato, Ignacio N."
~subject:"Estimation theory"
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Du, Zaichao
Lobato, Ignacio N.
Escanciano, Juan Carlos
46
Lewbel, Arthur
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Srisuma, Sorawoot
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A nonparametric distribution-free test for serial independence of errors
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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2
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
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