Testing for zero autocorrelation in the presence of statistical dependence
I. N. Lobato; John C. Nankervis; N. E. Savin
| Year of publication: |
2002
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|---|---|
| Authors: | Lobato, Ignacio N. ; Nankervis, John C. ; Savin, N. Eugene |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 3, p. 730-743
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| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001673455