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Geweke, John (1981) A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series. Journal of the American Statistical Association, 76 (374). 363-373 doi:10.1080/01621459.1981.10477655

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Reference TypeJournal (article/letter/editorial)
TitleA Comparison of Tests of the Independence of Two Covariance-Stationary Time Series
JournalJournal of the American Statistical Association
AuthorsGeweke, JohnAuthor
Year1981 (June)Volume76
Issue374
PublisherInforma UK Limited
DOIdoi:10.1080/01621459.1981.10477655Search in ResearchGate
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Mindat Ref. ID9322557Long-form Identifiermindat:1:5:9322557:1
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Full ReferenceGeweke, John (1981) A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series. Journal of the American Statistical Association, 76 (374). 363-373 doi:10.1080/01621459.1981.10477655
Plain TextGeweke, John (1981) A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series. Journal of the American Statistical Association, 76 (374). 363-373 doi:10.1080/01621459.1981.10477655
In(1981, June) Journal of the American Statistical Association Vol. 76 (374) Informa UK Limited

See Also

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Haugh, Larry D. (1976) Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach. Journal of the American Statistical Association, 71 (354). 378-385 doi:10.1080/01621459.1976.10480353
Wecker, William E. (1981) Asymmetric Time Series. Journal of the American Statistical Association, 76 (373). 16-21 doi:10.1080/01621459.1981.10477595
Rao, J. N. K., Scott, A. J. (1981) The Analysis of Categorical Data from Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables. Journal of the American Statistical Association, 76 (374). 221-230 doi:10.1080/01621459.1981.10477633
Geweke, John (1982) Measurement of Linear Dependence and Feedback between Multiple Time Series. Journal of the American Statistical Association, 77 (378). 304-313 doi:10.1080/01621459.1982.10477803
Geweke, John F. (1984) Measures of Conditional Linear Dependence and Feedback between Time Series. Journal of the American Statistical Association, 79 (388). 907-915 doi:10.1080/01621459.1984.10477110
Fuller, Wayne A., Hasza, David P. (1981) Properties of Predictors for Autoregressive Time Series. Journal of the American Statistical Association, 76 (373). 155-161 doi:10.1080/01621459.1981.10477622
Dempster, A. P., Rubin, D. B., Tsutakawa, R. K. (1981) Estimation in Covariance Components Models. Journal of the American Statistical Association, 76 (374). 341-353 doi:10.1080/01621459.1981.10477653
Read, R. R. (1981) Representation of Certain Covariance Matrices with Application to Asymptotic Efficiency. Journal of the American Statistical Association, 76 (373). 148-154 doi:10.1080/01621459.1981.10477621
Pratt, John W. (1981) Concavity of the Log Likelihood. Journal of the American Statistical Association, 76 (373). 103-106 doi:10.1080/01621459.1981.10477613
(1981) Corrigenda. Journal of the American Statistical Association, 76 (373). 217 doi:10.1080/01621459.1981.10477631
Mack, Gregory A., Wolfe, Douglas A. (1981) K-Sample Rank Tests for Umbrella Alternatives. Journal of the American Statistical Association, 76 (373). 175-181 doi:10.1080/01621459.1981.10477625
 
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