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Adaptive permutation tests for serial independence

  • Published:2014-05-13 Issue:3 Volume:68 Page:183-208
  • ISSN:0039-0402
  • Container-title:Statistica Neerlandica
  • language:en
  • Short-container-title:Statistica Neerlandica

Author:

Tran Lanh1,Chu Ba2,Huang Chunfeng1,Huynh Kim P.3

Affiliation:

1. Department of Statistics; Indiana University; 309 N. Park Ave. Bloomington IN 47408 USA

2. Department of Economics; Carleton University; B-857 Loeb Building, 1125 Colonel By Drive Ottawa ON K1S 5B6 Canada

3. Bank of Canada; 234 Wellington Street Ottawa ON K1A 0G9 Canada

Funder

Social Sciences and Humanities Research Council of Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

1. On the theory of testing serial correlation;Anderson;Scandinavian Actuarial Journal,1948

2. The rank version of von Neumann's ratio test for randomness;Bartels;Journal of the American Statistical Association,1982

3. Convergence in international output;Bernard;Journal of Applied Econometrics,1995

4. Distribution-free tests of independence based on the sample distribution function;Blum;Annals of Mathematical Statistics,1961

5. International output convergence: evidence from an autocorrelation function approach;Caggiano;Journal of Applied Econometrics,2009

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