Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series-Reference-Cited by-同舟云学术

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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Published:2006-01 Issue:1 Volume:130 Page:123-142
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Dufour Jean-Marie,Farhat Abdeljelil,Hallin Marc

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference29 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. Historical data;Balke,1986

3. Time Series: Theory and Methods;Brockwell,1991

4. Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter;Campbell;International Economic Review,1997

5. Rank tests for serial dependence;Dufour;Journal of Time Series Analysis,1981

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