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~subject:"Korrelation"
~subject:"Bootstrap-Verfahren"
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1
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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2
Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Horowitz, Joel
;
Lobato, Ignacio N.
;
Nankervis, John C.
; …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 841-862
Persistent link: https://www.econbiz.de/10003359657
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3
Testing the martingale difference hypothesis
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
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