Generalized variance ratio tests in the presence of statistical dependence
Year of publication: |
2006-07-04
|
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Authors: | Kougoulis, Periklis ; Nankervis, John C. ; Coakley, Jerry |
Institutions: | Society for Computational Economics - SCE |
Subject: | Non-MDS process | Monte Carlo |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 180 |
Classification: | C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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