An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Year of publication: |
1991
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Authors: | Dufour, J.-M. ; Hallin, M. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | tests | heteroskedasticity | econometrics |
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