Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series.
| Year of publication: |
1994
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| Authors: | Hong, Y. |
| Institutions: | Department of Economics, Cornell University |
| Subject: | time series | evaluation |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 37 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005646567