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Persistent link: https://www.econbiz.de/10005729573
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