Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232)
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scientific article; zbMATH DE number 4184817
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| English | Checks of model adequacy for univariate time series models and their application to econometric relationships |
scientific article; zbMATH DE number 4184817 |
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Checks of model adequacy for univariate time series models and their application to econometric relationships (English)
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1988
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portmanteau tests
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Lagrange multiplier tests
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nonnested hypotheses
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autocorrelation
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misspecification tests
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time series
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0.831413984298706
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0.8124027252197266
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0.8122661113739014
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0.8009665012359619
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0.7994429469108582
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