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Robust adaptive rate-optimal testing for the white noise hypothesis

dc.contributor.authorGuay, Aen_US
dc.contributor.authorGuerre, Een_US
dc.contributor.authorLazarova, Sen_US
dc.date.accessioned2016-10-10T11:06:54Z
dc.date.available2013-05-06en_US
dc.date.issued2013-10en_US
dc.date.submitted2016-08-21T12:03:07.551Z
dc.identifier.issn0304-4076en_US
dc.identifier.other10.1016/j.jeconom.2013.05.001
dc.identifier.urihttp://qmro.qmul.ac.uk/xmlui/handle/123456789/15807
dc.format.extent134 - 145en_US
dc.language.isoenen_US
dc.relation.ispartofJOURNAL OF ECONOMETRICSen_US
dc.rightsAll rights reserved
dc.subjectWeak white noise hypothesisen_US
dc.subjectHAC inferenceen_US
dc.subjectAutomatic nonparametric testsen_US
dc.subjectAdaptive rate-optimalityen_US
dc.titleRobust adaptive rate-optimal testing for the white noise hypothesisen_US
dc.typeArticle
dc.rights.holder© 2013 Elsevier B.V.
dc.identifier.doi10.1016/j.jeconom.2013.05.001en_US
pubs.author-urlhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000327579100003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6aen_US
pubs.issue2en_US
pubs.notesNot knownen_US
pubs.notesDate is 2013, not 2011en_US
pubs.publication-statusPublisheden_US
pubs.volume176en_US


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