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Comparison of two modified portmanteau tests for model adequacy

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  • Kheoh, Thian S.
  • McLeod, A. Ian

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  • Kheoh, Thian S. & McLeod, A. Ian, 1992. "Comparison of two modified portmanteau tests for model adequacy," Computational Statistics & Data Analysis, Elsevier, vol. 14(1), pages 99-106, June.
    • Handle: RePEc:eee:csdana:v:14:y:1992:i:1:p:99-106
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    References listed on IDEAS

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    1. Dufour, Jean-Marie & Roy, Roch, 1985. "Some robust exact results on sample autocorrelations and tests of randomness," Journal of Econometrics, Elsevier, vol. 29(3), pages 257-273, September.
    2. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
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    Cited by:

    1. Poulin, Jennifer & Duchesne, Pierre, 2008. "On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4432-4457, May.
    2. K. Drouiche, 2007. "A Test for Spectrum Flatness," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 793-806, November.

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