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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E. - 1991
Persistent link: https://www.econbiz.de/10000814458
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Specifying and diagnostically testing econometric models
Stokes, Houston H. - 1991
Persistent link: https://www.econbiz.de/10000817455
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Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914254
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The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
Hurn, Stan; MacDonald, Alexander David - 1995
Persistent link: https://www.econbiz.de/10000916031
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Is US real GNP chaotic? : On using the BDS test to decide whether an ARMA model for the US GNP generates IID residuals
Mignacca, Domenico; Gallegati, Mauro - 1994
Persistent link: https://www.econbiz.de/10000896987
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Testing time series for nonlinearities : the BDS approach
Dechert, W. Davis - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 191-200). 1996
Persistent link: https://www.econbiz.de/10001297246
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An empirical likelihood goodness of fit test for time series
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - 2001
Persistent link: https://www.econbiz.de/10001580375
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A note on testing for multi-modality with dependent data
Chan, K. S. (contributor); Tong, Howell (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755597