On the size and power of testing for no autocorrelation under weak assumptions
Year of publication: |
2005
|
---|---|
Authors: | Su, Jen-je |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 4, p. 247-257
|
Subject: | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
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