SOME ROBUST EXACT RESULTS ON SAMPLE AUTOCORRELATIONS AND TESTS OF RANDOMNESS

被引:49
作者
DUFOUR, JM
ROY, R
机构
关键词
D O I
10.1016/0304-4076(85)90155-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:257 / 273
页数:17
相关论文
共 41 条
[12]  
Dufour J.-M., 1981, Journal of Time Series Analysis, V2, P117, DOI 10.1111/j.1467-9892.1981.tb00317.x
[13]  
DUFOUR JM, 1984, SOME ROBUST EXACT RE
[14]   TESTING FOR UNIT ROOTS .1. [J].
EVANS, GBA ;
SAVIN, NE .
ECONOMETRICA, 1981, 49 (03) :753-779
[15]   EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].
FAMA, EF .
JOURNAL OF FINANCE, 1970, 25 (02) :383-423
[16]   SOME DISTRIBUTION-FREE RANK-LIKE STATISTICS HAVING MANN-WHITNEY-WILCOXON NULL DISTRIBUTION [J].
FLIGNER, MA ;
HOGG, RV ;
KILLEEN, TJ .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1976, A 5 (04) :373-376
[17]  
FULLER WA, 1976, INTRO STATISTICAL TI
[18]  
Galambos J., 1982, ENCY STAT SCI, V2, P573
[19]  
Goldsmith H., 1977, Journal of Statistical Computation and Simulation, V5, P115, DOI 10.1080/00949657708810145
[20]  
HAJEK J, 1967, THEORY RANKS TESTS