Paolo GORGI (Amsterdam University) “Conditional score residuals and diagnostic analysis of serial dependence in time series models”
Paolo GORGI (Amsterdam University) “Conditional score residuals and diagnostic analysis of serial dependence in time series models”
Finance & Financial Econometrics : Time: 10.00 am Date: 09th of Novembre 2023 Room 3001 Paolo GIORGI (Amsterdam University) "Conditional score residuals and diagnostic analysis of serial dependence in time series models" Abstract : This paper introduces conditional score residuals and it provides a general framework for the diagnostic analysis of time series models. Conditional […]