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A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 20 (2004) 2, pp. 382-416
Persistent link: https://www.econbiz.de/10006965144
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BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 25 (2009) 5, pp. 1143-1179
Persistent link: https://www.econbiz.de/10008306950
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THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 22 (2006) 2, pp. 206-234
Persistent link: https://www.econbiz.de/10006955256
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The variance ratio statistic at large horizons
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 22 (2006) 2, pp. 206-234
Persistent link: https://www.econbiz.de/10003301228
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Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 25 (2009) 5, pp. 1143-119
Persistent link: https://www.econbiz.de/10003885740
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A generalized portmanteau goodness-of-fit test for time series models
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 20 (2004) 2, pp. 382-416
Persistent link: https://www.econbiz.de/10001988207