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  • Search: subject:"Correlation Heteroscedasticity Lagrange multiplier tests"
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Year of publication
Subject
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Correlation , heteroscedasticity , Lagrange multiplier tests 1 Correlation Heteroscedasticity Lagrange multiplier tests 1 Heteroskedastizität 1 Korrelation 1 Zeitreihenanalyse 1
Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Robinson, P.M. 1 Robinson, Peter 1
Published in...
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Journal of Econometrics 1 cemmap working paper 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter - 2007
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data. We motivate our focus by reviewing how computational and theoretical difficulties of point estimation mount as one moves from regularly-spaced time series data, through forms of...
Persistent link: https://www.econbiz.de/10010318473
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Cover Image
Correlation testing in time series, spatial and cross-sectional data
Robinson, P.M. - In: Journal of Econometrics 147 (2008) 1, pp. 5-16
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data. We motivate our focus by reviewing how computational and theoretical difficulties of point estimation mount, as one moves from regularly-spaced time series data, through forms...
Persistent link: https://www.econbiz.de/10005285608
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