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On the robustness of tests of outliers and functional form
McAleer, Michael; Tse, Yiu Kuen - 1991
Persistent link: https://www.econbiz.de/10000829589
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A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.; McAleer, Michael - 1987 - Rev.
Persistent link: https://www.econbiz.de/10000724797
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The effects of misspecification in estimating the percentiles of some two- and three- parameter distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000778207
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A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 95-106
Persistent link: https://www.econbiz.de/10001090237