Univariate Tests for Time Series Models

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis. Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Francoise Seyte (Associate Professor) and Stephane Mussard (Assistant Professor).

Introduction Testing for Stationarity Testing for Normality Testing for Independence Testing for Linear or Nonlinear Dependence Linear Model Specification Nonlinear Model Specification Testing for Model Order Testing for Residual Process Computational Methods for Performing the Tests