Goodness-of-fit testing for time series models via distance covariance
Phyllis Wan, Richard A. Davis
| Year of publication: |
2022
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|---|---|
| Authors: | Wan, Phyllis ; Davis, Richard A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 1, p. 4-24
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| Subject: | Distance covariance | Estimated residuals | Goodness-of-fit testing | Serial dependence | Time series models | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441619