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05-076/1 - Nonparametric Tests for Serial Independence Based on Quadratic Forms


  • Authors
    Cees Diks, CeNDEF, Faculty of Economics, University of Amsterdam; Valentyn Panchenko, CeNDEF, Faculty of Economics, University of Amsterdam
  • Publication date
    August 2, 2005
  • Keywords
    Bandwidth selection; Nonparametric tests; Serial independence; Quadratic forms
  • JEL
    C14; C15