Tests for serial independence and linearity based on correlation integrals
Cees Diks; Sebastiano Manzan
| Year of publication: |
2001
|
|---|---|
| Authors: | Diks, Cees G. H. ; Manzan, Sebastiano |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Korrelation | Correlation | Autokorrelation | Autocorrelation |
| Extent: | 14, [5] S |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2001,085/1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 13 - 14 Internetausg.: http://www.tinbergen.nl/discussionpapers/01085.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001606728