TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW
| Year of publication: |
1999
|
|---|---|
| Authors: | Runde, Ralf |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 02, p. 177-183
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |