Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Jean-Marie Dufour (), Abdeljelil Farhat () and Marc Hallin

Journal of Econometrics, 2006, vol. 130, issue 1, 123-142

Date: 2006
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Working Paper: 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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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:130:y:2006:i:1:p:123-142

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