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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M., (1998)
Testing for linearity
Hansen, Bruce E., (1999)
Generalised portmanteau statistics and tests of randomness : a note on their applications to residuals from a fitted ARMA model
Kwan, Andy Cheuk-chiu, (1988)
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
Kwan, Andy Cheuk-chiu, (1996)
On an overall test of univariate time series models
Kwan, Andy Cheuk-chiu, (1992)