Testing dependence among serially correlated multicategory variables
Year of publication: |
2009
|
---|---|
Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 485, p. 325-337
|
Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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