Consistent Testing for Serial Correlation of Unknown Form

DOI10.2307/2171847zbMath0960.62559OpenAlexW2058914716MaRDI QIDQ4895049

Yongmiao Hong

Publication date: 17 May 2001

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/34cceba0ee1df216a93f54d5b567971d38b81f26

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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