A New Bispectral Test for NonLinear Serial Dependence
DOI10.1080/07474930802388090zbMATH Open1156.62060OpenAlexW2003473138MaRDI QIDQ3615089FDOQ3615089
Authors: Elena Rusticelli, Richard A. Ashley, Estela Bee Dagum, Douglas M. Patterson 
Publication date: 17 March 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930802388090
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Cites Work
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- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
- An Introduction to Polyspectra
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- Linear Versus Nonlinear Macroeconomies: A Statistical Test
- A nonlinear time series workshop. A toolkit for detecting and identifying nonlinear serial dependence
Cited In (8)
- A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process
- Bispectral-based methods for clustering time series
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests
- A nonlinear time series workshop. A toolkit for detecting and identifying nonlinear serial dependence
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- A non-parametric test for non-independent noises against a bilinear dependence
- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
- Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
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