A robust entropy-based test of asymmetry for discrete and continuous processes
Year of publication: |
2009
|
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Authors: | Maasoumi, Esfandiar ; Racine, Jeffrey |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 246-261
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Subject: | Entropie | Entropy | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Wirtschaftslage | Macroeconomic performance | Theorie | Theory | USA | United States |
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