A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models with Uncorrelated Innovations
Wang, Xuexin, Sun, YixiaoJournal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2020.1832505
Date:
October, 2020
File:
PDF, 1.22 MB
2020