Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2005.06.014 / rank
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Latest revision as of 13:09, 9 December 2024

scientific article
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English
Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
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    Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (English)
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    25 April 2016
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    serial correlation tests
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    Box-Pierce \(Q\)
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    blocks of blocks bootstrap
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    adjusted \(P\)-values
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    double bootstrap
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