On the residual autocorrelation of the autoregressive conditional duration model

W. K. Li and Philip L.H. Yu ()

Economics Letters, 2003, vol. 79, issue 2, pages 169-175

View citations in EconPapers

Downloads: (external link)
http://www.sciencedi ... 57691b1fa020c7477fba
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Economics Letters is edited by E. Maskin

More articles in Economics Letters from Elsevier
Series data maintained by Heidi Boesdal ().