Pages that link to "Item:Q5657579"
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The following pages link to Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models (Q5657579):
Displaying 7 items.
- Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- A new test for residual randomness in a class of dynamic autocorrelated econometric models (Q4151629) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
