Rank Tests for Serial Dependence

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Rank Tests for Serial Dependence

Author Info

Dufour, J.M.

Additional information is available for the following registered author(s):

Jean-Marie Dufour

Abstract

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Paper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 8127.

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Length: 16P. pages
Date of creation: 1981
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Handle: RePEc:mtl:montde:8127

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Paper
- Dufour, J.M., 1979. "Rank Tests for Serial Dependence," Cahiers de recherche 7815, Universite de Montreal, Departement de sciences economiques.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York. [Downloadable!]
Bryan Campbell & Eric Ghysels, 1995. "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers 95s-08, CIRANO. [Downloadable!]
Other versions:
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
- Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-76, August. [Downloadable!] (restricted)
Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO. [Downloadable!]
Other versions:
- Dufour, J.M., 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- DUFOUR, Jean-Marie, 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 2005-05, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Other versions:
- Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers 2005s-04, CIRANO. [Downloadable!]
- Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 127(1), pages 123-142, January. [Downloadable!] (restricted)
Werker, B. & Vermandele, C. & Hallin, M., 2003. "Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]

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