A new test for residual randomness in a class of dynamic autocorrelated econometric models

DOI10.2307/3315263zbMATH Open0374.62095OpenAlexW2128372792MaRDI QIDQ4151629FDOQ4151629

Authors: Lloyd R. Kenward 

Publication date: 1976

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315263

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

Cites Work

• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• The central limit theorem for dependent random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized Least Squares with an Estimated Autocovariance Matrix
• On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
• Testing for autocorrelation in the autoregressive moving average error model
• Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models

Cited In (1)

• A supplement to sowey's bibliography on random number generation and related topics

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