Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability
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Publication:5860242
DOI10.1080/03610918.2013.858164zbMath1474.62412MaRDI QIDQ5860242
Jean-Marie Dufour, Lynda Khalaf, Marcel Voia
Publication date: 19 November 2021
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2013s-40.pdf
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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Uses Software
Cites Work
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