The empirical process of autoregressive residuals
Year of publication: |
2007-01-17
|
---|---|
Authors: | Nielsen, Bent ; Engler, Eric |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | Autogression | Empirical process | Kolmogorov-Smirnov test | Probability-Probability plots | Quantile-Quantile plots | Test for normality |
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