Pages that link to "Item:Q1162092"

The following pages link to An approach to testing linear time series models (Q1162092):

Displaying 11 items.

• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• Extimation and structure determination of multivariate input systems (Q914310) (← links)
• The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
• A new test for ARMA models with errors following a general white noise process (Q1919727) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES (Q3028140) (← links)
• TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION (Q3690922) (← links)
• A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
• A simple method for the estimation of rational distributed lag models (Q3793580) (← links)
• Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)