4

On consistent testing for serial correlation in seasonal time series models

Year:
2007
Language:
english
File:
PDF, 1.48 MB
english, 2007
41

On robust testing for conditional heteroscedasticity in time series models

Year:
2004
Language:
english
File:
PDF, 373 KB
english, 2004
50

On the asymptotic distribution of residual autocovariances in VARX models with applications

Year:
2005
Language:
english
File:
PDF, 1.15 MB
english, 2005