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The empirical process of autoregressive residuals

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References

2003Testing Parametric Conditional Distributions of Dynamic Models252 cited
2000A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS172 cited
1995Testing for Imperfect Competition at the Fulton Fish Market166 cited
1994Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models107 cited
2000Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence74 cited
1997Miscellanea. Bartlett correction of the unit root test in autoregressive models52 cited

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2015A Joint Chow Test for Structural Instability24 cited
2010Cagan’s paradox and money demand in hyperinflation: Revisited at daily frequency22 cited
2008On the Explosive Nature of Hyper-Inflation Data16 cited

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