An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
| Year of publication: |
1991
|
|---|---|
| Authors: | Dufour, J.-M. ; Hallin, M. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | tests | heteroskedasticity | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 11 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005545587