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An omnibus test for the time series model AR(1)

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  • Anderson, T. W.
  • Lockhart, R. A.
  • Stephens, M. A.

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  • Anderson, T. W. & Lockhart, R. A. & Stephens, M. A., 2004. "An omnibus test for the time series model AR(1)," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 111-127.
    • Handle: RePEc:eee:econom:v:118:y:2004:i:1-2:p:111-127
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    1. Efstathios Paparoditis, 2000. "Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(1), pages 143-176, March.
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    Cited by:

    1. Amo-Salas, M. & López-Fidalgo, J. & Pedregal, D.J., 2015. "Experimental designs for autoregressive models applied to industrial maintenance," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 87-94.
    2. D. Moriña & P. Puig & J. Valero, 2015. "A characterization of the innovations of first order autoregressive models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(2), pages 219-225, February.

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