PREDICTION TESTS FOR STRUCTURAL STABILITY OF MULTIPLE TIME-SERIES

被引：6

|

作者：

LUTKEPOHL, H

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1989年 / 7卷 / 01期

关键词：

D O I：

10.2307/1391845

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：129 / 135

页数：7

相关论文

共 50 条

[21] Time-series tests of convergence and transitional dynamics
Datta, A
ECONOMICS LETTERS, 2003, 81 (02) : 233 - 240
[22] NONPARAMETRIC-TESTS OF LINEARITY FOR TIME-SERIES
HJELLVIK, V
TJOSTHEIM, D
BIOMETRIKA, 1995, 82 (02) : 351 - 368
[23] TESTS FOR TRANSIENT MEANS IN SIMULATED TIME-SERIES
GOLDSMAN, D
SCHRUBEN, LW
SWAIN, JJ
NAVAL RESEARCH LOGISTICS, 1994, 41 (02) : 171 - 187
[24] ESTIMATION AND TESTS OF SIGNIFICANCE OF THE COMPONENTS OF A TIME-SERIES
Suryanarayana, O.
SANKHYA, 1955, 15 : 303 - 316
[25] Mixed portmanteau tests for time-series models
Wong, H
Ling, SQ
JOURNAL OF TIME SERIES ANALYSIS, 2005, 26 (04) : 569 - 579
[26] APPROXIMATE POWER OF PORTMANTEAU TESTS FOR TIME-SERIES
BATTAGLIA, F
STATISTICS & PROBABILITY LETTERS, 1990, 9 (04) : 337 - 341
[27] GAUSSIANITY AND LINEARITY TESTS OF HYDROLOGIC TIME-SERIES
RAO, AR
YU, GH
STOCHASTIC HYDROLOGY AND HYDRAULICS, 1990, 4 (02): : 121 - 134
[28] TESTS FOR NONLINEARITY IN SHORT STATIONARY TIME-SERIES
CHANG, T
SAUER, T
SCHIFF, SJ
CHAOS, 1995, 5 (01) : 118 - 126
[29] ROBUST MULTIPLE TIME-SERIES MODELING
LI, WK
HUI, YV
BIOMETRIKA, 1989, 76 (02) : 309 - 315
[30] PARTIAL AND MULTIPLE CORRELATION FOR TIME-SERIES
LAWRANCE, AJ
AMERICAN STATISTICIAN, 1979, 33 (03): : 127 - 130

← 1 2 3 4 5 →