Media type: E-Book Title: Robust tests for white noise and cross-correlation Contributor: Dalla, Violetta [Author]; Giraitis, Liudas [Author]; Phillips, Peter C. B. [Author] Published: New Haven, Connecticut: Cowles Foundation for Research in Economics, Yale University, April 17, 2019 Published in: Cowles Foundation for Research in Economics: Cowles Foundation discussion paper ; 2194 Extent: 1 Online-Ressource (circa 83 Seiten); Illustrationen Language: English Keywords: Serial correlation ; cross-correlation ; heteroskedasticity ; martingale differences ; Graue Literatur Origination: Footnote: Access State: Open Access