Author of the publication

Rank-based tests for autoregressive against bilinear serial dependence

, and . Journal of Nonparametric Statistics, 6 (2): 253--272 (1996)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores, , , and . Journal of Statistical Planning and Inference, 75 (2): 319--330 (Jan 1, 1999)Estimation in autoregressivemodels based on autoregressionrank scores, and . Journal of Nonparametric Statistics, 13 (5): 667--697 (2001)Do financial variables help forecasting inflation and real activity in the euro area?, , , and . Journal of Monetary Economics, 50 (6): 1243--1255 (September 2003)Simple exact bounds for distributions of linear signed rank statistics, and . Journal of Statistical Planning and Inference, 31 (3): 311--333 (June 1992)Distribution-free tests against serial dependence: signed or unsigned ranks?, , and . Journal of Statistical Planning and Inference, 24 (2): 151--165 (February 1990)Sample heterogeneity and M-estimation, and . Journal of Statistical Planning and Inference, 93 (1-2): 139--160 (February 2001)Happy Birthday to You, Mr. Wilcoxon!.. GfKl, page 217-228. Springer, (2006)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)Local linear spatial quantile regression, , and . Bernoulli, 15 (3): 659--686 (2009)Determining the number of factors in the generalized dynamic factor model, and . Journal of the American Statistical Association, (2007)