A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Year of publication: |
2007
|
---|---|
Authors: | Racine, Jeffrey ; Maasoumi, Esfandiar |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 138.2007, 2, p. 547-567
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Core | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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