TESTS FOR PREDICTIVE RELATIONSHIPS BETWEEN TIME-SERIES VARIABLES - A MONTE-CARLO INVESTIGATION

被引：60

作者：

NELSON, CR ^{[1
]}

SCHWERT, GW ^{[1
]}

机构：

[1] UNIV ROCHESTER, GRAD SCH MANAGEMENT, ROCHESTER, NY 14627 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1982年 / 77卷 / 377期

关键词：

D O I：

10.2307/2287764

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：11 / 18

页数：8

相关论文

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