Extended residual coherence with a financial application

Xuze Zhang () and Benjamin Kedem ()
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Xuze Zhang: Department of Mathematics and Institute for Systems Research, University of Maryland, USA
Benjamin Kedem: Department of Mathematics and Institute for Systems Research, University of Maryland, USA

Statistics in Transition New Series, 2021, vol. 22, issue 2, 1-14

Abstract: Residual coherence is a graphical tool for selecting potential second-order interaction terms as functions of a single time series and...

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:22:y:2021:i:2:p:1-14

DOI: 10.21307/stattrans-2021-014

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