ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518): Difference between revisions

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+On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
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+Testing for serial correlation in multivariate regression models
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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