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dc.contributor.authorGençay, R.en_US
dc.contributor.authorSelçuk, F.en_US
dc.date.accessioned2019-02-12T07:15:10Z
dc.date.available2019-02-12T07:15:10Z
dc.date.issued1998en_US
dc.identifier.issn1081-1826
dc.identifier.urihttp://hdl.handle.net/11693/49290
dc.description.abstractThis 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.en_US
dc.language.isoEnglishen_US
dc.source.titleStudies in Nonlinear Dynamics & Econometricsen_US
dc.relation.isversionofhttps://doi.org/10.2202/1558-3708.1046en_US
dc.subjectNormalityen_US
dc.subjectHypothesis testingen_US
dc.subjectProbability integral transformen_US
dc.subjectGoodness of fiten_US
dc.subjectEconometric modelingen_US
dc.subjectVisual testsen_US
dc.titleA visual goodness-of-fit test for econometric modelsen_US
dc.typeArticleen_US
dc.departmentDepartment of Economicsen_US
dc.citation.spage157en_US
dc.citation.epage167en_US
dc.citation.volumeNumber3en_US
dc.citation.issueNumber3en_US
dc.identifier.doi10.2202/1558-3708.1046en_US
dc.publisherWalter de Gruyter GmbHen_US
dc.identifier.eissn1558-3708


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