A consistent nonparametric test for serial independence

Journal of Econometrics

Volumn 84, Issue 2, 1998, Pages 205-231

  Pinkse, Joris ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Characteristic function; Hypothesis testing; Independence; Nonparametric; Time series

Indexed keywords

EID: 0002210906     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00084-5     Document Type: Article

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