Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests
| Year of publication: |
2012
|
|---|---|
| Authors: | Nankervis, John C. ; Savin, Nathan E. |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 15.2012, 3, p. 516-534
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| Publisher: |
Royal Economic Society - RES |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011005111