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Sample partial autocorrelations and portmanteau tests for randomness
Kwan, Andy Cheuk-chiu - In: Applied economics letters 10 (2003) 10, pp. 605-609
Persistent link: https://www.econbiz.de/10001801903
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Portmanteau tests in economic time series
Kwan, Andy Cheuk-chiu - 1994
Persistent link: https://www.econbiz.de/10000916593
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On the size and power of normalized autocorrelation coefficients
Kwan, Andy Cheuk-chiu; Sim, Ah-boon; Wu, Yangru - In: Applied financial economics 15 (2005) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10002529517
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Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
Kwan, Andy Cheuk-chiu - In: Economics letters 50 (1996) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10001194175
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On an overall test of univariate time series models
Kwan, Andy Cheuk-chiu - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 327-340
Persistent link: https://www.econbiz.de/10001144150
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Generalised portmanteau statistics and tests of randomness : a note on their applications to residuals from a fitted ARMA model
Kwan, Andy Cheuk-chiu - In: Economics letters 4 (1988), pp. 341-347
Persistent link: https://www.econbiz.de/10001048713
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The jackknife and regression with AR(1) errors
Kwok, Benjamin - In: Economics letters 3 (1988), pp. 247-252
Persistent link: https://www.econbiz.de/10001048741