Testing For Serial Correlation Of Unknown Form Using Wavelet Methods
No abstract is available for this item.
Volume (Year): 17 (2001)
Issue (Month): 02 (April)
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- Li, Linyuan & Yao, Shan & Duchesne, Pierre, 2014. "On wavelet-based testing for serial correlation of unknown form using Fan’s adaptive Neyman method," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 308-327.
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- Li, Yushu & Andersson, Fredrik N. G., 2013. "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers 2013:39, Lund University, Department of Economics.
- Li, Yushu & Andersson, Fredrik N. G., 2014. "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers 2014/11, Department of Business and Management Science, Norwegian School of Economics.
- Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing, 2010. "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 183-201, November.
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