Generalized runs tests for the IID hypothesis
Jin Seo Cho; Halbert White
| Year of publication: |
2011
|
|---|---|
| Authors: | Cho, Jin Seo ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 326-344
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| Subject: | Statistischer Test | Statistical test | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| 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/10009270627