Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Joel L. Horowitz, I. N. Lobato, John C. Nankervis, N. E. Savin
| Year of publication: |
2006
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|---|---|
| Authors: | Horowitz, Joel ; Lobato, Ignacio N. ; Nankervis, John C. ; Savin, N. Eugene |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 841-862
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| Subject: | Statistischer Test | Statistical test | Korrelation | Correlation | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003359657