TESTING MISSPECIFICATION IN VECTOR TIME-SERIES MODELS WITH EXOGENOUS VARIABLES

被引：0

作者：

POSKITT, DS

TREMAYNE, AR

机构：

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1984年 / 46卷 / 02期

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中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：304 / 315

页数：12

共 12 条

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[7] DIAGNOSTIC-TESTS FOR MULTIPLE TIME-SERIES MODELS [J].

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ANNALS OF STATISTICS, 1982, 10 (01) :114-120

[8] AN APPROACH TO TESTING LINEAR TIME-SERIES MODELS [J].

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TREMAYNE, AR .

ANNALS OF STATISTICS, 1981, 9 (05) :974-986

[9]

POSKITT DS, 1982, UNPUB CHECKING MODEL

[10]

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