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On the distribution of the sample autocorrelation coefficients
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10003940080
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Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
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Short and long run causality measures: Theory and inference
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10008350273
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On the distribution of the sample autocorrelation coefficients
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10008881849
Cover Image
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10010069897