Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10003568026
Haugh [Journal of the American Statistical Association (1976) Vol. 71, pp. 378-85] developed an approach to the problem of testing non-correlation (at all leads and lags) between two univariate time series. Haugh's tests, however, have low power against two series which are related over a long...
Persistent link: https://www.econbiz.de/10014067721
Persistent link: https://www.econbiz.de/10011760373
Persistent link: https://www.econbiz.de/10001956174
Persistent link: https://www.econbiz.de/10012694896
Persistent link: https://www.econbiz.de/10012698528
Persistent link: https://www.econbiz.de/10012242873
Persistent link: https://www.econbiz.de/10012179643
Persistent link: https://www.econbiz.de/10012179678
Persistent link: https://www.econbiz.de/10012179699