Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811)

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Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods
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    Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (English)
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    22 September 1999
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    BDS test
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    close return test
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    model diagnostic
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    nonlinearity
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    Monte Carlo study
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