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Roch Roy · Study
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Author
Roch Roy
5 works
· latest 2005
· 2 institutions
cluster: provisional
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Citations
414
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Most cited in this library
Diagnostic Checking in ARMA Models With Uncorrelated Errors
2005 · 164 citations
Some robust exact results on sample autocorrelations and tests of randomness
1985 · 99 citations
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
1992 · 86 citations
Simplified conditions for noncausality between vectors in multivariate ARMA models
1994 · 36 citations
Testing Causality Between Two Vectors in Multivariate Arma Models
1991 · 29 citations
Works
5 shown
Diagnostic Checking in ARMA Models With Uncorrelated Errors
Journal of the American Statistical Association
·
2005
·
3 authors
164
citations
Simplified conditions for noncausality between vectors in multivariate ARMA models
Journal of Econometrics
·
1994
·
3 authors
36
citations
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
Journal of the American Statistical Association
·
1992
·
3 authors
86
citations
Testing Causality Between Two Vectors in Multivariate Arma Models
RePEc: Research Papers in Economics
·
1991
·
3 authors
·
preprint
29
citations
Some robust exact results on sample autocorrelations and tests of randomness
Journal of Econometrics
·
1985
·
2 authors
99
citations