Work

Testing for Zero Autocorrelation When the Innovations Belong to the Normal Domain of Attraction of a Cauchy Law

Year: 1999

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466699152022

Author: Ralf Runde

Institution: TU Dortmund University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2088257416

FWCI:

Cites: 8

Cited by:

Related to: 10