An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence-Reference-Cited by-同舟云学术

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An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence

Published:2020-01-15 Issue:4 Volume:41 Page:536-550
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Wang Xuexin¹²³^ORCID,Sun Yixiao⁴

Affiliation:

1. MOE Key Laboratory of EconometricsXiamen UniversityXiamen China

2. The Wang Yanan Institute of Studies in EconomicsXiamen UniversityXiamen China

3. Department of Statistics, School of EconomicsXiamen UniversityXiamen China

4. Department of EconomicsUC San DiegoLa Jolla CA USA

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12520

Reference24 articles.

1. The Beveridge Curve

2. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

3. Explaining US employment growth after the great recession: The role of output–employment non-linearities

4. Consistent Testing for Serial Correlation of Unknown Form

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses;Journal of Business & Economic Statistics;2024-02-13

2. Another look at bandwidth-free inference: a sample splitting approach;Journal of the Royal Statistical Society Series B: Statistical Methodology;2023-10-20

3. An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation;Econometric Reviews;2021-03-15

4. A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations;Journal of Business & Economic Statistics;2020-11-25

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