Testing for common autocorrelation in data-rich environments
Gianluca Cubadda and Alain Hecq
| Year of publication: |
2011
|
|---|---|
| Authors: | Cubadda, Gianluca ; Hecq, Alain W. J. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 3, p. 325-335
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| Subject: | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10009233885