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- W3124325699 abstract "This paper designs a visual goodness-of-fit test based on the probability integral transformation of the residuals of an estimated model. We illustrate the method with histograms and correlograms of transformed series for different distributions of disturbances in simulated models. An application of the proposed test to the modeling of daily stock-market returns is also presented. (This abstract was borrowed from another version of this item.)" @default.
- W3124325699 created "2021-02-01" @default.
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- W3124325699 date "1998-01-01" @default.
- W3124325699 modified "2023-09-27" @default.
- W3124325699 title "A Visual Goodness-of-Fit Test for Econometric Models" @default.
- W3124325699 hasPublicationYear "1998" @default.
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