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Testing for unit roots : 2
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ECONIS (ZBW)
54
RePEc
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71
Friedman-Meiselman revisited: a study in autocorrelation
Savin, N. E.
-
1975
Persistent link: https://www.econbiz.de/10003529780
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72
Conflict among testing procedures in a linear regressionmodel witth autoregressive disturbances
Savin, N. E.
-
1975
Persistent link: https://www.econbiz.de/10003529789
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73
Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Horowitz, Joel
;
Lobato, Ignacio N.
;
Nankervis, John C.
; …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 841-862
Persistent link: https://www.econbiz.de/10003359657
Saved in:
74
The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. Eugene
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
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