Generalized Runs Test for the IID Hypothesis
Year of publication: |
2009
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Authors: | Cho, Jin Seo ; White, Halbert |
Institutions: | Institute of Economic Research, Korea University |
Subject: | IID condition | Runs test | Geometric Distribution | Gaussian process | Dependence | Structural Break |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 0913 85 pages |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data ; C80 - Data Collection and Data Estimation Methodology; Computer Programs. General |
Source: |
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