✦ LIBER ✦

A test of serial independence of deviations from cointegrating relations

✍ Scribed by Hiroaki Chigira

Book ID: 116421333
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 97 KB
Volume: 92
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2006.01.013

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Nonparametric Test of Serial Independe

A Nonparametric Test of Serial Independence for Time Series and Residuals

✍ Kilani Ghoudi; Reg J. Kulperger; Bruno Rémillard 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 349 KB

This paper presents nonparametric tests of independence that can be used to test the independence of p random variables, serial independence for time series, or residuals data. These tests are shown to generalize the classical portmanteau statistics. Applications to both time series and regression r

A test of independence of discounting fr

A test of independence of discounting from quality of life

✍ Arthur E. Attema; Werner B.F. Brouwer 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 480 KB

A likelihood ratio test for equality of

A likelihood ratio test for equality of deviations from randomness

✍ D. L. Johnson; A. J. Petkau 📂 Article 📅 1995 🏛 Springer Japan 🌐 English ⚖ 524 KB

Applying the Abbé test to the independen

Applying the Abbé test to the independence of measurement series with distributions deviating from normal

✍ V. I. Strunov 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 215 KB

Cointegration tests of a long-run relati

Cointegration tests of a long-run relation between money demand and the effective exchange rate

✍ Robert McNown; Myles S. Wallace 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 623 KB

Tests of serial independence for continu

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

✍ Ivan Kojadinovic; Jun Yan 📂 Article 📅 2009 🏛 Springer Japan 🌐 English ⚖ 319 KB