On the size and power of portmanteau tests for randomness of a time series
| Year of publication: |
2002-07
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| Authors: | Kwan, Andy C.C. ; Sim, Ah-Boon ; Wu, Yangru |
| Institutions: | Chinese University of Hong Kong, Department of Economics |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005028781