Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00390.x / rank | |||
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Latest revision as of 13:34, 24 June 2024
scientific article; zbMATH DE number 5026122
Language | Label | Description | Also known as |
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English | Robust and powerful serial correlation tests with new robust estimates in ARX models |
scientific article; zbMATH DE number 5026122 |
Statements
Robust and powerful serial correlation tests with new robust estimates in ARX models (English)
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24 May 2006
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autoregressive model
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exogenous variables
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serial correlations
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consistent and \(n^{1/2}\)-consistent estimators
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additive outliers
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kernel statistics
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robustness
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asymptotic normality
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