A consistent nonparametric test for serial independence
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- P. M. Robinson, 1991. "Consistent Nonparametric Entropy-Based Testing," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 437-453.
- Dufour, J.M., 1979.
"Rank Tests for Serial Dependence,"
Cahiers de recherche
7815, Universite de Montreal, Departement de sciences economiques.
- 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.
- Marc Hallin & Madan Lal Puri, 1992.
"Rank tests for time-series analysis: a survey,"
ULB Institutional Repository
2013/2229, ULB -- Universite Libre de Bruxelles.
- 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.
- Drost, F.C. & Werker, B.J.M., 1993.
"A Note on Robinson's Test of Independence,"
9315, Tilburg - Center for Economic Research.
- 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.
- Csörgo, Sándor, 1985. "Testing for independence by the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 290-299, June.
- 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.
- Andrews, Donald W K, 1991.
"Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models,"
Econometric Society, vol. 59(2), pages 307-45, March.
- 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.
- 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.
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