A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

10.1016/j.csda.2004.01.003

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Bibliographic Details
Main Authors: Kwan, A.C.C., Sim, A.-B., Wu, Y.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Empirical power
Empirical sizes
Portmanteau tests
Randomness
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22384
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Institution: National University of Singapore
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