A Nonparametric Distribution-Free Test for Serial Independence of Errors
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2014.956616
Reference24 articles.
1. Distribution Free Tests of Independence Based on the Sample Distribution Function
2. Linear Processes in Function Spaces
3. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
4. Bravo , F. ( 2007 ). Two-step generalized empirical likelihood inference for semiparametric models. Working paper .
5. A test for independence based on the correlation dimension
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