A consistent nonparametric test for serial independence
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Publication:1298443
DOI10.1016/S0304-4076(97)00084-5zbMath0924.62041MaRDI QIDQ1298443
Publication date: 9 November 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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