Testing for autocorrelation using a modified Box-Pierce Q test

International Economic Review

Volumn 42, Issue 1, 2001, Pages 187-205

  Lobato, Ignacio ^a   Nankervis, John C ^b   Savin, N E ^c  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

^b UNIVERSITY OF SURREY   (United Kingdom)

^c UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347540290     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2354.00106     Document Type: Article

References (34)

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