Some robust exact results on sample autocorrelations and tests of randomness

A-Tier

Journal: Journal of Econometrics

Year: 1985

Volume: 29

Issue: 3

Pages: 257-273

Authors (2)

Dufour, Jean-Marie (McGill University) Roy, Roch (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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