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Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness
Kwan, Andy C.C.; Sim, Ah-Boon; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2000
Persistent link: https://www.econbiz.de/10005069816
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On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example
Kwan, Andy C.C.; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2002
Persistent link: https://www.econbiz.de/10005069817
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A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series
Kwan, Andy C.C.; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2003
Persistent link: https://www.econbiz.de/10005069858
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On the Empirical Size of Normalized Autocorrelation Coefficients
Kwan, Andy C.C.; Sim, Ah-Boon; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2000
Persistent link: https://www.econbiz.de/10005069864
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On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation
Kwan, Andy C.C.; Sim, Ah-Boon; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2002
Persistent link: https://www.econbiz.de/10005028756
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On the size and power of portmanteau tests for randomness of a time series
Kwan, Andy C.C.; Sim, Ah-Boon; Wu, Yangru - Chinese University of Hong Kong, Department of Economics - 2002
Persistent link: https://www.econbiz.de/10005028781