Semi-strong linearity testing in linear models with dependent but uncorrelated errors
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Cites work
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A functional central limit theorem for weakly dependent sequences of random variables
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Cointegration tests with conditional heteroskedasticity.
- Computing the distribution of quadratic forms in normal variables
- Diagnostic Checking in ARMA Models With Uncorrelated Errors
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
- Estimating linear representations of nonlinear processes
- Estimating structural VARMA models with uncorrelated but non-independent error terms
- Granger causality test in the presence of spillover effects
- HAC estimation and strong linearity testing in weak ARMA models
- Inference For Autocorrelations Under Weak Assumptions
- Maximum likelihood estimation for all-pass time series models
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
- Selection of weak VARMA models by modified Akaike's information criteria
- Testing That a Dependent Process Is Uncorrelated
- Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
Cited in
(4)- HAC estimation and strong linearity testing in weak ARMA models
- Finite sample properties of tests based on prewhitened nonparametric covariance estimators
- scientific article; zbMATH DE number 5847035 (Why is no real title available?)
- scientific article; zbMATH DE number 7688003 (Why is no real title available?)
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