Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 133

Issue: 2

Pages: 841-862

Authors (4)

Horowitz, Joel L. (not in RePEc) Lobato, I.N. (Instituto Tecnólogico Autónomo...) Nankervis, John C. (not in RePEc) Savin, N.E. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count