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Testing for zero autocorrelation in the presence of statistical dependence

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743

Persistent link: https://www.econbiz.de/10001673455

Testing for autocorrelation using a modified box-pierce Q test

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10001562214

Mirror-image and invariant distributions in ARMA models

Cryer, Jonathan D. - In: Econometric theory 5 (1989) 1, pp. 36-52

Persistent link: https://www.econbiz.de/10001065764

Comments on "bootstrapping time series models"

Horowitz, Joel - In: Econometric reviews 15 (1996) 2, pp. 165-168

Persistent link: https://www.econbiz.de/10001198921

Bootstrap methods for time series

Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the accuracy of bootstrap estimates depend on whether the data are a random...

Persistent link: https://www.econbiz.de/10009614877

Bootstrap methods for time series

Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001

Persistent link: https://www.econbiz.de/10001606200

Bootstrap methods for time series

Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter - In: International statistical review : a journal of the … 71 (2003) 1, pp. 435-459

Persistent link: https://www.econbiz.de/10001779873