Showing 1 - 10 of 470
Persistent link: https://www.econbiz.de/10000952880
Persistent link: https://www.econbiz.de/10000954651
Persistent link: https://www.econbiz.de/10003778191
Persistent link: https://www.econbiz.de/10002506337
Persistent link: https://www.econbiz.de/10003572666
Persistent link: https://www.econbiz.de/10010376711
Persistent link: https://www.econbiz.de/10010254873
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/10010509651
Persistent link: https://www.econbiz.de/10010495553