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Optimal rank-based tests against first-order superdiagonal bilinear dependence
Hallin, Marc; Benghabrit, Youssef - Solvay Brussels School of Economics and Management, … - 1992
Persistent link: https://www.econbiz.de/10008574466
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Rank-based tests for autoregressive against bilinear serial dependence
Hallin, Marc; Benghabrit, Youssef - Solvay Brussels School of Economics and Management, … - 1996
Persistent link: https://www.econbiz.de/10008589954
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Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
Hallin, Marc; Benghabrit, Youssef - Solvay Brussels School of Economics and Management, … - 1998
Persistent link: https://www.econbiz.de/10008590371
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Locally asymptotically optimal tests for autoregressive against bilinear serial dependence
Hallin, Marc; Benghabrit, Youssef - Solvay Brussels School of Economics and Management, … - 1996
Persistent link: https://www.econbiz.de/10008590661