Directional predictability tests
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Cites work
- A bootstrap-assisted spectral test of white noise under unknown dependence
- A New Test of the Martingale Difference Hypothesis
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
- Applications of distance correlation to time series
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Estimation of time series models using residuals dependence measures
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
- Gaussian and non-Gaussian linear time series and random fields
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
- Generalized spectral tests for the martingale difference hypothesis
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 854948 (Why is no real title available?)
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Least absolute deviation estimation for all-pass time series models
- Local Explosion Modelling by Non-Causal Process
- Measuring and testing dependence by correlation of distances
- Moment inequalities for mixing sequences
- Noncausal autoregressions for economic time series
- Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
- Testing for episodic predictability in stock returns
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- Testing for Serial Correlation Against an ARMA(1, 1,) Process
- Testing for serial correlation: generalized Andrews-Ploberger tests
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
- Testing independence for multivariate time series via the auto-distance correlation matrix
- Testing the Martingale Difference Hypothesis
- Testing the martingale difference hypothesis using integrated regression functions
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