//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"locally most powerful tests"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Latent variable model
2
approximate likelihood
2
correlation tests
2
locally most powerful tests
2
stochastic volatility tests
2
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Freeland, Keith
1
Freeland, R.K.
1
Martin, G.M.
1
Martin, Gael
1
McCabe, B.P.M.
1
McCabe, Brendan
1
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
1
Econometric Society
1
Published in...
All
Econometric Society 2004 Australasian Meetings
1
Monash Econometrics and Business Statistics Working Papers
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for Dependence in Non-Gaussian Time Series Data
Freeland, Keith
;
McCabe, Brendan
;
Martin, Gael
-
Econometric Society
-
2004
transferred to the non-Gaussian, possibly discrete, observations.
Locally
most
powerful
tests
for various forms of dependence are …
Persistent link: https://www.econbiz.de/10005342169
Saved in:
2
Testing for Dependence in Non-Gaussian Time Series Data
McCabe, B.P.M.
;
Martin, G.M.
;
Freeland, R.K.
-
Department of Econometrics and Business Statistics, …
-
2004
transferred to the non-Gaussian, possibly discrete, observations.
Locally
most
powerful
tests
for various forms of dependence are …
Persistent link: https://www.econbiz.de/10005149110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->