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A consistent nonparametric test for serial independence
Joris Pinkse
Economics
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Article
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peer-review
40
Scopus citations
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Dive into the research topics of 'A consistent nonparametric test for serial independence'. Together they form a unique fingerprint.
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Keyphrases
Serial Dependence
100%
Nonparametric Test
100%
Serial Independence
100%
Underlying Distribution
33%
Monte Carlo Simulation
33%
Asymptotic Distribution
33%
Efficiency Study
33%
Consistent Test
33%
Fixed Order
33%
Nuisance Parameter
33%
Mathematics
Nonparametric Test
100%
Serial Dependence
100%
Underlying Distribution
33%
Monte Carlo
33%
Null
33%
Asymptotic Distribution
33%
Nuisance Parameter
33%
Economics, Econometrics and Finance
Monte Carlo Simulation
100%