Computing white stylized facts on comovement
Year of publication: |
2002
|
---|---|
Authors: | André, Francisco J. ; Pérez, Javier J. ; Martín, Ricardo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 1, p. 65-71
|
Subject: | Konjunktur | Business cycle | Theorie | Theory | Korrelation | Correlation | Autokorrelation | Autocorrelation |
-
Common Serial Correlation and Common Business Cycles : A Cautious Note
Cubadda, Gianluca, (1999)
-
The Cliff and Ord test for spatial correlation of the disturbances in unbalanced panel models
Pfaffermayr, Michael, (2013)
-
Grobys, Klaus, (2015)
- More ...
-
Computing robust stylized facts on comovement
André, Francisco J., (2002)
-
Computing Robust Stylized Facts on Comovement
André, Francisco J., (2001)
-
COMPUTING ROBUST STYLIZED FACTS ON COMOVEMENT
André, Francisco J., (2002)
- More ...