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  • Search: subject:"Residual autocorrelations"
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Year of publication
Subject
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Autocorrelation 1 Autokorrelation 1 Estimation theory 1 Kleinste-Quadrate-Methode 1 Least squares method 1 Portmanteau tests 1 Residual autocorrelations 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Unconditionally heteroscedastic errors 1 VAR model 1 Zeitreihenanalyse 1 goodness-of-fit test 1 quasi-generalized least squares 1 residual autocorrelations 1 seasonality 1 self-normalization 1 weak PARMA models 1 weak SARMA 1 weak SPARMA models 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Amir, Abdoulkarim Ilmi 1 Maïnassara, Yacouba Boubacar 1 Patilea, V. 1 Raïssi, H. 1
Published in...
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Journal of Multivariate Analysis 1 Journal of time series econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar; Amir, Abdoulkarim Ilmi - In: Journal of time series econometrics 14 (2022) 2, pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
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Corrected portmanteau tests for VAR models with time-varying variance
Patilea, V.; Raïssi, H. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 190-207
residual autocorrelations obtained from Ordinary Least Squares (OLS), Generalized Least Squares (GLS) and Adaptive Least …. It is shown that the ALS and GLS residual autocorrelations are asymptotically equivalent. It is also found that the … asymptotic distribution of the OLS residual autocorrelations can be quite different from the standard chi-square asymptotic …
Persistent link: https://www.econbiz.de/10011042039
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