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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 133.2006, 2, p. 841-862
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