Testing That a Dependent Process Is Uncorrelated
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 96 (2001)
Issue (Month): (September)
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- Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
- Shin-Kun Peng & Takatoshi Tabuchi, 2005.
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CIRJE-F-360, CIRJE, Faculty of Economics, University of Tokyo.
- Shin-Kun Peng & Takatoshi Tabuchi, 2007. "Spatial Competition in Variety and Number of Stores," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(1), pages 227-250, 03.
- Shin-Kun Peng & Takatoshi Tabuchi, 2006. "Spatial Competition in Variety and Number of Stores," IEAS Working Paper : academic research 06-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Jen-Je Su, 2004. "Testing for no autocorrelation using a modified Lobato test," Economics Bulletin, AccessEcon, vol. 3(46), pages 1-9.
- Wei-Ming Lee & Chung-Ming Kuan, 2006. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 06-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012. "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers 2012-55, School of Economics and Management, University of Aarhus.
- Zhu, Ke & Li, Wai-Keung, 2013. "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper 51224, University Library of Munich, Germany.
- repec:ebl:ecbull:v:3:y:2004:i:46:p:1-9 is not listed on IDEAS
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