Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
Year of publication: |
2004-09-02
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Authors: | Kocenda, Evzen ; Briatka, Lubos |
Institutions: | EconWPA |
Subject: | chaos | nonlinear dynamics | correlation integral | Monte Carlo | single-blind competition | power tests | high-frequency economic and financial data |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 40. Paper has the link to a webpage to download the software. 40 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; C87 - Econometric Software ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: |
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Briatka, Lubos, (2006)
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Kocenda, Evzen, (2004)
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Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Kocenda, Evzen, (2005)
- More ...
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Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Kocenda, Evzen, (2005)
-
Kocenda, Evzen, (2004)
-
Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Kocenda, Evzen, (2005)
- More ...