TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
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Publication:4807308
DOI10.1017/S0266466602183083zbMath1109.62341OpenAlexW2086492307MaRDI QIDQ4807308
John C. Nankervis, N. E. Savin, Ignacio N. Lobato
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602183083
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
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