On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

C. Dubbelman; A. P. J. Abrahamse and A. S. Louter

Year of publication:	1976
Authors:	Dubbelman, C. ; Abrahamse, A. P. J. ; Louter, A. S.
Publisher:	Rotterdam : Econometric Inst., Univ.
Subject:	Statistik Zeitreihe \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Autokorrelation \| Autocorrelation

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001566137

A service of the