Correlation testing in time series, spatial and cross-sectional data

Journal of Econometrics

Volumn 147, Issue 1, 2008, Pages 5-16

  Robinson, P M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Correlation; Heteroscedasticity; Lagrange multiplier tests

Indexed keywords

COERCIVE FORCE; CORRELATION METHODS; FREQUENCY MULTIPLYING CIRCUITS; LAGRANGE MULTIPLIERS; MAGNETIC PROPERTIES; TIME SERIES ANALYSIS;

CORRELATION; GENERAL CLASSES; HETEROSCEDASTICITY; HOMOSCEDASTICITY; IRREGULAR SPACINGS; LAGRANGE MULTIPLIER TESTS; NONPARAMETRIC; POINT ESTIMATIONS; SPATIAL DATUMS; SPATIO TEMPORALS; TIME SERIES; TIME-SERIES DATUM;

TESTING;

EID: 55349085389     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.09.001     Document Type: Article

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