A new bispectral test for nonlinear serial dependence
Elena Rusticelli, Richard A, Ashley, Estela Bee Dagum and Douglas M. Patterson
| Year of publication: |
2009
|
|---|---|
| Authors: | Rusticelli, Elena ; Ashley, Richard A. ; Dagum, Estela Bee ; Patterson, Douglas M. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 279-293
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Nichtlineare Dynamik | Nonlinear dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003800753