Testing dependence among serially correlated multicategory variables
From MaRDI portal
Recommendations
- Measures of Dependence and Tests of Independence
- Testing for serial independence in vector autoregressive models
- Tests for Serial Independence and Linearity Based on Correlation Integrals
- Tests of serial dependence for multivariate time series with arbitrary distributions
- scientific article; zbMATH DE number 218908
Cited in
(15)- A-dependence statistics for mutual and serial independence of categorical variables
- Asymptotic variance of Brier (skill) score in the presence of serial correlation
- A new class of independence tests for interval forecasts evaluation
- Conditional rotation between forecasting models
- Transformations and moment conditions for dynamic fixed effects logit models
- What central bankers need to know about forecasting oil prices
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model
- Tests for \(m\)-dependence based on sample splitting methods
- Market timing: recent development and a new test
- Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability
- Exponential class of dynamic binary choice panel data models with fixed effects
- Predicting stock realized variance based on an asymmetric robust regression approach
- Confidence Bands for ROC Curves With Serially Dependent Data
- Markov-Switching Three-Pass Regression Filter
- Network-adjusted covariates for community detection
This page was built for publication: Testing dependence among serially correlated multicategory variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5256128)
