Tests for Serial Independence and Linearity Based on Correlation Integrals
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Publication:3368293
DOI10.2202/1558-3708.1005zbMath1080.91563MaRDI 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
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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