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
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Citations: View citations in EconPapers (4)

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

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