scientific article; zbMATH DE number 1281933

MaRDI QIDQ4241011zbMATH OpenFDO

Authors Melvin J. Hinich, Philip Rothman

Publication date 29 April 1999

zbMATH Keywords

business-cycle asymmetryfrequency-domain test of time reversibility

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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Cited in

(14)

• Time reversibility tests of volume-volatility dynamics for stock returns
• Tests for time reversibility: a complementarity analysis
• Testing time reversibility without moment restrictions
• Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey
• Time reversibility of stationary regular finite-state Markov chains
• Testing Serial Independence against Time Irreversibility
• Assessing time-reversibility under minimal assumptions
• When the bispectrum is real-valued
• A nonparametric test of the mixture-of-distributions model
• Boundary Conditions, Time Reversal and Measurements
• A copula spectral test for pairwise time reversibility
• Peaks, gaps, and time‐reversibility of economic time series
• Non-parametric testing of time reversibility in functional data
• Testing for sign and amplitude asymmetries using threshold autoregressions

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