Nonparametric tests of independence between two autoregressive series based on autoregression rank scores
| Year of publication: |
1999
|
|---|---|
| Authors: | Hallin, Marc ; Jureckova, Jana ; Picek, Jan ; Zahaf, Toufik |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Statistical Planning and Inference (1999) v.75,p.319-330 |
| Source: |
Persistent link: https://www.econbiz.de/10008574404