Table of Contents

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

About the Author

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 Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).