The devil's horns: a problem with the densities of AR statistics

Reports Year :

(1) ,

1

Michael Rockinger

Karim M. Abadir

devil's horns densities AR statistics

Humanities and Social Sciences Economics and Finance Economy and decision science

https://hal-hec.archives-ouvertes.fr/hal-00602732

Submitted on : Thursday, June 23, 2011-12:44:38 PM

Last modification on : Tuesday, February 7, 2023-2:44:46 PM

hal-00602732 , version 1 (23-06-2011)

Michael Rockinger, Karim M. Abadir. The devil's horns: a problem with the densities of AR statistics. 1995. ⟨hal-00602732⟩