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