Testing for Autocorrelation Using a Modified Box-Pierce Q Test
Ignacio Lobato, John C. Nankervis and N. E. Savin
- 期刊名称International Economic Review
- 作者Ignacio Lobato, John C. Nankervis and N. E. Savin
- 卷第42卷
- 期第1期
- 印刷ISSN0020-6598
- 电子ISSN1468-2354
- 文件大小410.58KB
- 发表时间2001-02
- DOI10.2307/2648724
- 页码187-205