An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient

Jean-Marie Dufour () and Marc Hallin ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: TESTS; HETEROSKEDASTICITY; ECONOMETRICS (search for similar items in EconPapers)
Date: Written 1991

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Working Paper: An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient (1991)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9115

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