The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power …, extensive Monte Carlo results have proved it useful in relatively small samples. However, the BDS test is not trivial to … short paper presents a fast algorithm for the BDS statistic, and outlines how these speed improvements are achieved. Source …

's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …

's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …

The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power …, extensive Monte Carlo results have proved it useful in relatively small samples. However, the BDS test is not trivial to … short paper presents a fast algorithm for the BDS statistic, and outlines how these speed improvements are achieved. Source …

's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …

and forecast. In this paper, a series of tests for nonlinearity and chaos in exchange rates is conducted using the daily … data on the market rates in Iran for the period 1991-2005. The tests for nonlinearity are BDS and ANN tests, and the tests … for chaos are autocorrelation and Lyapunov exponents. The tests results suggest that the exchange rates and their rates of …

The BDS test is the best-known correlation integral–based test, and it is now an important part of most standard … correctly sized estimation of the BDS statistic. Department of Economics, Oxford University, Oxford, <CitationRef CitationID …>. In practice, researchers usually compute the BDS statistic for different values of <InlineEquation ID="IEq4 …