Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
John C. Nankervis and Nathan E. Savin
| Year of publication: |
2012
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|---|---|
| Authors: | Nankervis, John C. ; Savin, Nathan E. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 15.2012, 3, p. 516-534
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| Subject: | ARMA-Modell | ARMA model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710131