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Residual diagnostic plots for checking for model mis-specification in time series regression
Fraccaro, Richard, (1998)
Specification Tests of Parametric Dynamic Conditional Quantiles
Escanciano, Juan Carlos, (2008)
Model selection for varying coefficient nonparametric transformation model
Zhang, Xiao, (2023)
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Maxand, Simone, (2017)
Performance of periodic time series models in forecasting
Herwartz, Helmut, (1999)
Investigating the JPY DEM-rate : arbitrage opportunities and a case for asymmetry
Herwartz, Helmut, (2001)