Nonparametric bootstrap tests for independence of generalized errors
广义误差独立性的非参数自助检验
In this paper, we develop a general method of testing for independence when unobservable generalized errors are involved. Our method can be applied to testing for serial independence of generalized errors, and testing for independence between the generalized errors and observable covariates. The former can serve as a unified approach to testing the adequacy of time series models, as model adequacy often implies that the generalized errors obtained after a suitable…