Robust adaptive rate-optimal testing for the white noise hypothesis

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Volume
176
Pagination
134 - 145
DOI
10.1016/j.jeconom.2013.05.001
Journal
JOURNAL OF ECONOMETRICS
Issue
2
ISSN
0304-4076
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Authors
Guay, A; Guerre, E; Lazarova, S
URI
http://qmro.qmul.ac.uk/xmlui/handle/123456789/15807
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© 2013 Elsevier B.V.