Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models

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Name	TI Discussion Paper Series

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@techreport{79b1bef1999742b980b87910b0131822,

title = "Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models",

author = "Francisco Blasques and Paolo Gorgi and Koopman, {Siem Jan}",

year = "2021",

month = nov,

day = "18",

language = "English",

volume = "21-098",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

edition = "III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models

AU - Blasques, Francisco

AU - Gorgi, Paolo

AU - Koopman, Siem Jan

PY - 2021/11/18

Y1 - 2021/11/18

M3 - Working paper

VL - 21-098

T3 - TI Discussion Paper Series

BT - Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models

PB - Tinbergen Institute

ER -