A robust test for autocorrelation in the presence of a structural break in variance

Author： Mun Hyeong-Ho Shim Eun-Young Kim Tae-Hwan

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.84, Iss.7, 2014-07, pp. : 1552-1562

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity

By Jeong Jinook

Journal of Applied Statistics, Vol. 39, Iss. 7, 2012-07 ,pp. : 1531-1542

Taylor & Francis Ltd

Access to resources Recommend Favorite

Heteroscedasticity and Autocorrelation Robust Structural Change Detection

By Zhou Zhou

Journal of the American Statistical Association, Vol. 108, Iss. 502, 2013-06 ,pp. : 726-740

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Cauchy estimator test for autocorrelation

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 6, 2015-04 ,pp. : 1264-1276

Taylor & Francis Ltd

Access to resources Recommend Favorite

Robust analysis of variance

By Buning H.

Journal of Applied Statistics, Vol. 24, Iss. 3, 1997-06 ,pp. : 319-332

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Signed Mantel test to cope with autocorrelation in comparative analyses

By Oberrath R. Böhning-Gaese K.

Journal of Applied Statistics, Vol. 28, Iss. 6, 2001-08 ,pp. : 725-736

Taylor & Francis Ltd

Access to resources Recommend Favorite