Testing Dependence Among Serially Correlated Multicategory Variables

Mohammad Pesaran and Allan Timmermann

Journal of the American Statistical Association, 2009, vol. 104, issue 485, 325-337

Date: 2009
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Related works:
Working Paper: Testing Dependence Among Serially Correlated Multi-category Variables (2006)
Working Paper: Testing Dependence among Serially Correlated Multi-category Variables (2006)
Working Paper: Testing Dependence among Serially Correlated Multi-Category Variables (2006)
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