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Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests
| Content Provider | Scilit |
|---|---|
| Author | Nankervis, John C. Savin, Nathan E. |
| Copyright Year | 2012 |
| Description | Journal: The Econometrics Journal |
| Ending Page | 534 |
| Starting Page | 516 |
| ISSN | 2573508X |
| e-ISSN | 1368423X |
| DOI | 10.1111/j.1368-423x.2012.00379.x |
| Journal | The Econometrics Journal |
| Issue Number | 3 |
| Volume Number | 15 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 2012-10-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: The Econometrics Journal Mathematical Social Sciences Arma Models Autocorrelation Tests Non‐linear Moving Average Models |
| Content Type | Text |
| Resource Type | Article |
| Subject | Economics and Econometrics |