Browsing by Subject "Autocorrelation"
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Generalized least squares for assessing trends in cumulative meta-analysis with applications in genetic epidemiology (2009)Objective: Cumulative meta-analysis allows the evaluation of a study's contribution to the combined effect of the preceding research. It accrues evidence, gradually adding studies one at a time and provides updated estimates ...
(2015)This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...