A New Bispectral Test for Nonlinear Serial Dependence
| Year of publication: |
2006
|
|---|---|
| Authors: | Rusticelli, Elena ; Ashley, Richard A. ; Dagum, Estela Bee ; Patterson, Douglas M. |
| Institutions: | Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) |
| Subject: | Bispectrum | nonlinearity | time series analysis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 18 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005704248