Rothman, Philip - In: Studies in Nonlinear Dynamics & Econometrics 1 (1997) 4, pp. 203-208
This paper provides a guide to two FORTRAN programs, called TRT1.FOR and TRT2.FOR, written to run the two stages of the Ramsey and Rothman (1996) time-reversibility (TR) test. Original FORTRAN source code and executable (on an IBM-compatible PC) versions of the programs are available. The major...