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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Marc Hallin, Abdeljelil Farhat () and Jean-Marie Dufour ()

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Published in: Journal of Econometrics (2006) v.130,p.123-142

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https://dipot.ulb.ac.be/dspace/bitstream/2013/2143/1/mh-0082.pdf mh-0082 (application/pdf)

Related works:
Journal Article: Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (2006) Downloads
Working Paper: Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (2005) Downloads
Working Paper: Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (2005) Downloads
Working Paper: Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (2005) Downloads
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