Tests for time reversibility: a complementarity analysis

DOI10.1016/S0165-1765(03)00169-1MaRDI QIDQ1927385zbMATH OpenFDO

Authors Jorge Belaire-Franch, Dulce Contreras

Publication date 1 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(03)00169-1

zbMATH Keywords

CCK testmisspecificationRR testtime reversibility

Mathematics Subject Classification ID

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

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• Nonlinear time series analysis of economic and financial data
• Testing time reversibility without moment restrictions

Cited in

(5)

• Testing time reversibility without moment restrictions
• A Gini-based time series analysis and test for reversibility
• FORTRAN Programs for Running the TR Test: A Guide and Examples
• Testing Serial Independence against Time Irreversibility
• International Business Cycle Asymmetry and Time Irreversible Nonlinearities

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