An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Year of publication: |
1991
|
---|---|
Authors: | Dufour, J.M. ; Hallin, M. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | TESTS | HETEROSKEDASTICITY | ECONOMETRICS |
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