On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Yi-Ting Chen
| Year of publication: |
2002 ; [Elektronische Ressource]
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| Other Persons: | Chen, Yi-ting (contributor) |
| Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2002
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| Subject: | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Volatilität | Volatility | Robustes Verfahren | Robust statistics | ARCH-Modell | ARCH model | Simulation | Theorie | Theory | Autokorrelation | Autocorrelation | ARMA-Modell | ARMA model |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics bulletin Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001740184