Generalized runs tests for the IID hypothesis
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Publication:737912
DOI10.1016/j.jeconom.2011.02.001zbMath1441.62648OpenAlexW1990428057MaRDI QIDQ737912
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.02.001
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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