A note on Robinson's test of independence
Year of publication: |
1993
|
---|---|
Authors: | Drost, Feike C. ; Werker, Bas J.M. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Time Series | Testing | statistics |
-
Identification, estimating and testing in the restricted linear model
van der Genugten, B.B., (1994)
-
Asymptotic theory of integrated conditional moment tests
Bierens, H.J., (1995)
-
Nonparametric cointegration analysis
Bierens, H.J., (1995)
- More ...
-
Local Asymptotic Normality and Efficient Estimation for inar (P) Models
Drost, Feike C., (2006)
-
Exchange rate target zones : A new approach
de Jong, Frank C. J. M., (1997)
-
An Asymptotic Analysis of Nearly Unstable inar (1) Models
Drost, Feike C., (2006)
- More ...