论文信息 - Using the Autodependogram in Model Diagnostic Checking

Using the Autodependogram in Model Diagnostic Checking

In this chapter the autodependogram is contextualized in model diagnostic checking for nonlinear models by studying the lag-dependencies of the residuals. Simulations are considered to evaluate its effectiveness in this context. An application to the Swiss Market Index is also provided.

Antonio Punzo | Luca Bagnato | L. Bagnato | A. Punzo

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