Checks of model adequacy for univariate time series models and their application to econometric relationships

Author:

Godfrey L. G.,Tremayne A. R.

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Reference90 articles.

1. On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

2. Beguin, J. M., Gourieroux, C. and Monfort, A. 1980.Identification of a mixed autoregressive-movin average process: the comer method, Edited by: Anderson, O. D. 423–435. Amsterdam: North Holland. Time Series

3. Alternative forms and properties of the score test

4. Autoregressive and window estimates of the inverse correlation function

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