A consistent nonparametric test for serial independence
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- Rosenblatt, Murray & Wahlen, Bruce E., 1992. "A nonparametric measure of independence under a hypothesis of independent components," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 245-252, October.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1985.
"Linear serial rank tests for randomness against ARMA alternatives,"
ULB Institutional Repository
2013/2003, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1984. "Linear serial rank tests for randomness against ARMA alternatives," ULB Institutional Repository 2013/2167, ULB -- Universite Libre de Bruxelles.
- Hallin, M. & Puri, M.L., 1992.
"Rank Tests for Time Series Analysis , A Survey,"
9210, Universite Libre de Bruxelles - C.E.M.E..
- Drost, F.C. & Werker, B.J.M., 1993.
"A Note on Robinson's Test of Independence,"
9315, Tilburg - Center for Economic Research.
- Dufour, J.M., 1981.
"Rank Tests for Serial Dependence,"
Cahiers de recherche
8127, Universite de Montreal, Departement de sciences economiques.
- Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
- Donald W.K. Andrews, 1988.
"Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models,"
Cowles Foundation Discussion Papers
874R, Cowles Foundation for Research in Economics, Yale University, revised May 1989.
- Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- P. M. Robinson, 1991. "Consistent Nonparametric Entropy-Based Testing," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 437-453.
- P. M. Robinson, 1989. "Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series," Review of Economic Studies, Oxford University Press, vol. 56(4), pages 511-534.
- Csörgo, Sándor, 1985. "Testing for independence by the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 290-299, June.
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