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Tests for stationarity of a time series
Baum, Christopher - In: Stata Technical Bulletin 10 (2001) 57
Persistent link: https://www.econbiz.de/10005574003
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A test for long-range dependence in a time series
Baum, Christopher; Room, Tairi - In: Stata Technical Bulletin 10 (2001) 60
Persistent link: https://www.econbiz.de/10005574061
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Utility for time series data
Baum, Christopher; Wiggins, Vince - In: Stata Technical Bulletin 10 (2001) 57
Persistent link: https://www.econbiz.de/10005574070
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Tests for long memory in a time series
Baum, Christopher; Wiggins, Vince - In: Stata Technical Bulletin 10 (2001) 57
Persistent link: https://www.econbiz.de/10005574091
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Multivariate portmanteau (Q) test for white noise
Baum, Christopher; Sperling, Richard - In: Stata Technical Bulletin 10 (2001) 60
Persistent link: https://www.econbiz.de/10005583436
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Tests for serial correlation in regression error distribution
Baum, Christopher; Wiggins, Vince - In: Stata Technical Bulletin 10 (2001) 55
Persistent link: https://www.econbiz.de/10005583439
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Tests for stationarity of a time series: update
Baum, Christopher; Sperling, Richard - In: Stata Technical Bulletin 10 (2001) 58
Persistent link: https://www.econbiz.de/10005583468
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Metadata for user-written contributions to the Stata programming language
Baum, Christopher; Cox, Nicholas - In: Stata Technical Bulletin 9 (2000) 52
Persistent link: https://www.econbiz.de/10005748404
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Tests for heteroskedasticity in regression error distribution
Baum, Christopher; Cox, Nicholas; Wiggins, Vince - In: Stata Technical Bulletin 10 (2001) 55
Persistent link: https://www.econbiz.de/10005748408
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Test for autoregressive conditional heteroskedasticity in regression error distribution
Baum, Christopher; Wiggins, Vince - In: Stata Technical Bulletin 10 (2001) 55
Persistent link: https://www.econbiz.de/10005178405