A generalized portmanteau goodness-of-fit test for time series models

Econometric Theory

Volumn 20, Issue 2, 2004, Pages 382-416

  Chen, Willa W ^a   Deo, Rohit S ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1842783913     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604202067     Document Type: Review

References (17)

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