Correlation testing in time series, spatial and cross-sectional data
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Publication:299248
DOI10.1016/j.jeconom.2008.09.001zbMath1429.62412OpenAlexW3124988712MaRDI QIDQ299248
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/25470/
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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