Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models-Reference-Cited by-同舟云学术

Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models

Published:2006-06-01 Issue:474 Volume:101 Page:531-541
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Escanciano J. Carlos¹

Affiliation:

1. J. Carlos Escanciano is Assistant Professor, Universidad de Navarra, Facultad de Económicas, Edificio Biblioteca (Entrada Este), Pamplona, 31080, Navarra, Spain . The author thanks Carlos Velasco for many helpful comments and suggestions. The article has also benefited from the comments of two referees, the associate editor, and the joint editor. This research was funded by grants from the Spanish Ministry of Education and Science (SEJ2004-04583/ECON) and by the Universidad de Navarra (16037001).

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1198/016214505000001050

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