Evaluation of robinson's (1994) Tests in finite samples
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Publication:4525906
DOI10.1080/00949650008812055zbMath0968.62022OpenAlexW2082903535MaRDI QIDQ4525906
Publication date: 17 September 2001
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650008812055
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)
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