A fast algorithm for the BDS statistic
Year of publication: |
1997 ; [Elektronische Ressource]
|
---|---|
Other Persons: | LeBaron, Blake Dean (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 2, p. 53-59
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
-
Pesaran, M. Hashem, (1994)
-
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert, (1999)
-
On test sets for nonlinear integer maximization
Lee, Jon, (2008)
- More ...
-
Liquidity constraints in production based asset pricing models
Brock, William A., (1989)
-
Technical trading rule profitability and foreign exchange intervention
LeBaron, Blake Dean, (1996)
-
A dynamic structural model for stock return volatility and trading volume
Brock, William A., (1995)
- More ...