Tests for Serial Independence and Linearity Based on Correlation Integrals

DOI10.2202/1558-3708.1005zbMath1080.91563OpenAlexW3124884925MaRDI QIDQ3368293

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Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2001/diks-manzan.pdf?1417180290844

zbMATH Keywords

bootstraplinearityserial independencepermutation testnonlinear time series analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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