Similar Search Results

Explaining Business Cycles : A Multiple Shock Approach.

Ingram, B.F.; Kocherlakota, N.R.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992

Persistent link: https://www.econbiz.de/10005560355

Status Signaling Game in the Animal Contest

Kim, Y.G. - Department of Economics, Tippie College of Business - 1994

Persistent link: https://www.econbiz.de/10005560356

Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates

Horowitz, Joel; Hardle, Wolfgang - Department of Economics, Tippie College of Business - 1994

Persistent link: https://www.econbiz.de/10005560357

Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test.

Nankervis, J.C.; Savin, N.E.; Lobato, I. - Department of Economics, Tippie College of Business - 1997

This paper investigates the problem of testing that stock returns are uncorrelated without assuming statistical independence. This paper presents a generalized Box-Pierce Q statistics, denoted by Q*, which has an asymptotic chi-square distribution when the times series is uncorrelated provided...

Persistent link: https://www.econbiz.de/10005560358