A Fast Algorithm for the BDS Statistic
Year of publication: |
1997
|
---|---|
Authors: | LeBaron, Blake |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 2
|
Publisher: |
De Gruyter |
Subject: | specification testing | nonlinearity | chaos | BDS |
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