Testing autocorrelation in a system perspective testing autocorrelation

DOI10.1080/07474939908800351zbMath1072.62631MaRDI QIDQ4935451

David L. Edgerton, Ghazi Shukur

Publication date: 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939908800351

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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