An efficient integrated nonparametric entropy estimator of serial dependence

DOI10.1080/07474938.2017.1307564MaRDI QIDQ5864646zbMATH OpenOpenAlexFDO

Authors

Publication date 8 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2017.1307564

zbMATH Keywords

entropynaive bootstrapnonlinear time seriesnumerical integrationsample averagingserial dependencesmoothed bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• scientific article; zbMATH DE number 969984 (Why is no real title available?)
• Econometric Reviews honors Esfandiar Maasoumi
• Test for serial correlation in panel data models with interactive fixed effects

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