Showing 1 - 10 of 1,707
Persistent link: https://www.econbiz.de/10003483609
Persistent link: https://www.econbiz.de/10011316525
We derive computationally simple and intuitive score tests of neglected serial correlation in unobserved component univariate models using frequency domain techniques. In some common situations in which the alternative model information matrix is singular under the null, we derive one-sided...
Persistent link: https://www.econbiz.de/10011458802
Persistent link: https://www.econbiz.de/10011504614
Persistent link: https://www.econbiz.de/10010399760
Persistent link: https://www.econbiz.de/10009564236
Persistent link: https://www.econbiz.de/10011499542
Persistent link: https://www.econbiz.de/10011408229
Persistent link: https://www.econbiz.de/10003048197
Persistent link: https://www.econbiz.de/10001692504