Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness
| Year of publication: |
2006
|
|---|---|
| Authors: | Horowitz, Joel L. ; Lobato, I.N. ; Nankervis, John C. ; Savin, N.E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 133.2006, 2, p. 841-862
|
| Publisher: |
Elsevier |