Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10010548484
stationarity. Further, random returns to scale generate heteroskedasticity, a feature common to macroeconomic time series. Third …
Persistent link: https://www.econbiz.de/10010607386
distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited …
Persistent link: https://www.econbiz.de/10005133053
Persistent link: https://www.econbiz.de/10005545587
We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential...
Persistent link: https://www.econbiz.de/10008671553
Persistent link: https://www.econbiz.de/10005729573