Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
Joel L. Horowitz, I.N. Lobato, John C. Nankervis, N.E. SavinVolume:
133
Year:
2006
Language:
english
Pages:
22
DOI:
10.1016/j.jeconom.2005.06.014
File:
PDF, 282 KB
english, 2006