Testing dependence among serially correlated multi-category variables
M. Hashem Pesaran and Allan Timmermann
| Year of publication: |
July 2006
|
|---|---|
| Other Persons: | Pesaran, M. Hashem (contributor) ; Timmermann, Allan (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation | Statistischer Test | Statistical test |
| Extent: | Online-Ressource, 33 S., Text |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 0648 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003360331