A Test for Independence Based on the Correlation Dimension.
| Year of publication: |
1995
|
|---|---|
| Authors: | Brock, W.A. ; Dechert, W.D. ; LeBaron, B. ; Scheinkman, J.A. |
| Institutions: | Wisconsin Madison - Social Systems |
| Subject: | TESTS | MATHEMATICS | ECONOMETRICS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C50 - Econometric Modeling. General ; C52 - Model Evaluation and Testing |
| Source: |
Persistent link: https://www.econbiz.de/10005795287