Robust M tests using kernel-based estimators with bandwidth equal to sample size

Economics Letters

Volumn 96, Issue 3, 2007, Pages 295-300

  Lee, Wei Ming ^a  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Bartlett kernel; M test; Recursive estimator; Serial correlation test

Indexed keywords

EID: 34347384163     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.01.014     Document Type: Article

References (8)

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