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.
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- Zhang, Xianyang & Shao, Xiaofeng, 2013. "On a general class of long run variance estimators," Economics Letters, Elsevier, vol. 120(3), pages 437-441.
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