On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series

Econometric Theory

Volumn 22, Issue 4, 2006, Pages 633-676

  Duchesne, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33745636798     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060312     Document Type: Article

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