vrtest (Q26594): Difference between revisions
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Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 5 September 2022 / rank | |||||||||||||||
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Property / cites work: Automatic variance ratio test under conditional heteroskedasticity / rank | |||||||||||||||
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publication date: 5 June 2007
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publication date: 12 June 2007
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publication date: 16 June 2007
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publication date: 24 February 2008
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publication date: 20 April 2008
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publication date: 6 August 2008
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publication date: 14 April 2009
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publication date: 8 May 2009
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publication date: 22 June 2009
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publication date: 3 November 2010
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publication date: 22 April 2014
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publication date: 10 August 2014
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Property / software version identifier: 1.0 / rank | |||||||||||||||
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publication date: 2 July 2022
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publication date: 31 August 2023
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31 August 2023
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Property / last update: 31 August 2023 / rank | |||||||||||||||
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A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>. | |||||||||||||||
Property / description: A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>. / rank | |||||||||||||||
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Property / author: Jae H. Kim / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / cites work: An automatic Portmanteau test for serial correlation / rank | |||||||||||||||
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Property / cites work: Automatic variance ratio test under conditional heteroskedasticity / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/vrtest / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / qualifier | |||||||||||||||
point in time: 20 September 2023
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:08, 21 March 2024
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
Language | Label | Description | Also known as |
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English | vrtest |
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis |
Statements
31 August 2023
0 references
A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
0 references
20 September 2023
0 references