Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
| Year of publication: |
2006
|
|---|---|
| Authors: | Hallin, Marc ; Farhat, Abdeljelil ; Dufour, Jean-Marie |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Econometrics (2006) v.130,p.123-142 |
| Source: |
Persistent link: https://www.econbiz.de/10008590381