Effect of feedback on the distribution of the portmanteau test statistic
Year of publication: |
1977
|
---|---|
Authors: | Teräsvirta, Timo |
Published in: |
Scandinavian journal of statistics : SJS ; theory and applications. - Oxford : Blackwell, ISSN 0303-6898, ZDB-ID 186702-7. - Vol. 4.1977, 1, p. 20-24
|
Subject: | Statistik Zeitreihe |
-
Buchholz, Rainer, (1985)
-
Statistische Klassifikationsverfahren bei zeitabhängigen Daten
Rummler, Dieter, (1983)
-
Empirische Überprüfung monetaristischer Hypothesen mit spektral-analytischen Methoden
Walter, Ilse Annette, (1979)
- More ...
-
Modelling Economic High-Frequency Time Series
Lundbergh, Stefan, (1999)
-
Lundbergh, Stefan, (1999)
-
Forecasting inflation with gradual regime shifts and exogenous information
González, Andrés, (2011)
- More ...