Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
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Publication:6616617
DOI10.1080/07350015.2015.1102732zbMATH Open1546.62985MaRDI QIDQ6616617FDOQ6616617
Authors: Pedro H. C. Sant'Anna 
Publication date: 9 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
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- Consistent Testing for Serial Correlation of Unknown Form
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Absolute regularity and ergodicity of Poisson count processes
- Goodness of fit tests for spectral distributions
- Log-linear Poisson autoregression
- Modeling frailty-correlated defaults using many macroeconomic covariates
- On autocorrelation in a Poisson regression model
- Maximum likelihood estimation for an observation driven model for Poisson counts
- Testing for serial dependence in time series models of counts
- A goodness-of-fit test for Poisson count processes
- An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking
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