✦ LIBER ✦

On the Asymptotic Standard Errors of Residual Autocorrelations in Nonlinear Time Series Modelling

✍ Scribed by W. K. Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On residuals and their autocorrelations

✍ David A. Pierce 📂 Article 📅 1971 🏛 John Wiley and Sons 🌐 English ⚖ 216 KB

ON THE SQUARED RESIDUAL AUTOCORRELATIONS

✍ W. K. Li; T. K. Mak 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 493 KB

On the asymptotic bias of OLS in dynamic

✍ Toni Stocker 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 451 KB

The source of residual temporal autocorr

✍ Mehrdad Razavi; Thomas J. Grabowski; Sonya Mehta; Lizann Bolinger 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 82 KB

Estimating asymptotic standard errors an

✍ Carlo Bianchi; Giorgio Calzolari; Paolo Corsi 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 895 KB

Time asymptotics of the velocity autocor

✍ V. D. Ozrin 📂 Article 📅 1983 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 821 KB